Abstract
The stationarity of a stochastic process means the invariance of its finite-dimensional distributions under certain transformations of its parameter space. The classical definitions apply to the situations in which the parameter is one-dimensional, and has the interpretation of time.
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CITATION STYLE
APA
Samorodnitsky, G. (2016). Stationary Processes. In Springer Series in Operations Research and Financial Engineering (pp. 1–26). Springer Nature. https://doi.org/10.1007/978-3-319-45575-4_1
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