How do I ensure whether a WSS stationary process is Strictly Stationary or not?
The rules for checking for WSS stationary involve checking that the mean is not a function of time, and the autocorrelation is a function of the shift between the two instances of the random process.
But, from my understanding, for Strict Sense Stationarity, all higher ordered moments must be independent of t as well.
Now, manually computing all higher order moments is laborious, so is there any way to conclude about SSS from observation of the random process itself?