- stationary stochastic process
- nouna stochastic process in which the distribution of the random variables is the same for any value of the variable parameter• Hypernyms: ↑stochastic process
Useful english dictionary. 2012.
stationary stochastic process
Look at other dictionaries:
stochastic process — noun a statistical process involving a number of random variables depending on a variable parameter (which is usually time) • Hypernyms: ↑model, ↑theoretical account, ↑framework • Hyponyms: ↑Markov process, ↑Markoff process, ↑random walk, ↑ … Useful english dictionary
Stationary ergodic process — In probability theory, stationary ergodic process is a stochastic process which exhibits both stationarity and ergodicity. In essence this implies that the random process will not change its statistical properties with time.Stationarity is the… … Wikipedia
Stationary process — In the mathematical sciences, a stationary process (or strict(ly) stationary process or strong(ly) stationary process) is a stochastic process whose joint probability distribution does not change when shifted in time or space. Consequently,… … Wikipedia
Stochastic kernel estimation — In statistics, a stochastic kernel estimate is an estimate of the transition function of a (usually discrete time) stochastic process. Often, this is an estimate of the conditional density function obtained using kernel density estimation. The… … Wikipedia
auto-regressive process — auto regressive ( AR) process A stationary stochastic process where the current value of the time series is related to the past p values, where p is any integer, is called an AR( p) process. When the current value is related to the previous two… … Financial and business terms
AR process — auto regressive ( AR) process A stationary stochastic process where the current value of the time series is related to the past p values, where p is any integer, is called an AR( p) process. When the current value is related to the previous two… … Financial and business terms
Stochastic drift — In probability theory, stochastic drift is the change of the average value of a stochastic (random) process. A related term is the drift rate which is the rate at which the average changes. This is in contrast to the random fluctuations about… … Wikipedia
Ornstein–Uhlenbeck process — Not to be confused with Ornstein–Uhlenbeck operator. In mathematics, the Ornstein–Uhlenbeck process (named after Leonard Ornstein and George Eugene Uhlenbeck), is a stochastic process that, roughly speaking, describes the velocity of a massive… … Wikipedia
Point process — In statistics and probability theory, a point process is a type of random process for which any one realisation consists of a set of isolated points either in time or geographical space, or in even more general spaces. For example, the occurrence … Wikipedia
List of stochastic processes topics — In the mathematics of probability, a stochastic process can be thought of as a random function. In practical applications, the domain over which the function is defined is a time interval ( time series ) or a region of space ( random field… … Wikipedia
