Abstract
In time series analysis, a series is said to be stationary in the wide sense or stationary to second order if the first and second statistical moments, i.e. the mean, variance and covariance (see Appendix B), are not functions of time. In this book, such a series will be termed simply stationary (although this term is often reserved for processes obeying stricter conditions than these).
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© 2011 Springer-Verlag Berlin Heidelberg
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Young, P.C. (2011). Recursive Estimation of Time Variable Parameters in Regression Models. In: Recursive Estimation and Time-Series Analysis. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-21981-8_4
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DOI: https://doi.org/10.1007/978-3-642-21981-8_4
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-21980-1
Online ISBN: 978-3-642-21981-8
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