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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Samorodnitsky, G. (2016). Stationary Processes. In: Stochastic Processes and Long Range Dependence. Springer Series in Operations Research and Financial Engineering. Springer, Cham. https://doi.org/10.1007/978-3-319-45575-4_1
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DOI: https://doi.org/10.1007/978-3-319-45575-4_1
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