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, are not functions of time.
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© 1984 Springer-Verlag, Berlin, Heidelberg
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Young, P. (1984). Recursive Estimation of Time-Variable Parameters in Regression Models. In: Recursive Estimation and Time-Series Analysis. Communications and Control Engineering Series. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-82336-7_5
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DOI: https://doi.org/10.1007/978-3-642-82336-7_5
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-82338-1
Online ISBN: 978-3-642-82336-7
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