gives conditions for the process proc to be weakly stationary.
- Weakly stationary processes are also known as wide-sense stationary or covariance stationary.
- A random process proc is weakly stationary if its mean function is independent of time, and its covariance function is independent of time translation.
Basic Examples (3)
Check if a process is weakly stationary:
Check if an autoregressive time series is weakly stationary:
Generate conditions for a time series to be weakly stationary:
Properties & Relations (4)