Slide 7
Slide 7 text
what is a stationary process
Stochastic process in whose unconditional joint probability distribution does not
change when shifted in time, i.e. mean and variance don't change over time.
As you might imagine, many stochastic processes are non-stationary, but as we
do in CSE world:
non-linear becomes linear
non-stationary becomes stationary
Most common cause of stationarity violation: trend