I have just started a study in probability and statistics and come across stationary processes.
Rather baffled on how to test a process (Xt)t∈Z is stationary through (Zt)t∈Z to be a sequence of standard normally distributed random variables.
For example: Xt = exp(Zt−1 − Zt + Zt+1) for all t ∈ Z.
So in order to test for stationarity, the mean would need to a constant? How does one calculate the mean of a time series?