Due to maintenance, the Publications.gc.ca website may operate intermittently between 5:00 am ET until 9:00 am ET on Sunday, October 22, 2017.
Models for stationary stochastic processes: CS11-614/85-28E-PDF
"Two important categories of stochastic processes, the Normal Linear Stationary and the Normal Homogeneous Linear Non-Stationary processes have proved to be the easiest to deal with from a mathematical point of view. Furthermore, they seem to describe quite accurately the generating mechanism of many physical problems. The properties that make these types of processes very useful are that, by the assumption of normality they are fully characterized by their moments of the first and second order and, by being assumed stationary or stationary in the differences (homogeneous non-stationary) the mean and variance are constants and, thus, the autocovariance functions depend only on the time lags. Linear stochastic processes have often been applied to describe phenomena that belong to the natural and social sciences"--Introduction, p. 1.
|Department/Agency||Statistics Canada. Methodology Branch.|
|Title||Models for stationary stochastic processes|
|Series Title||Working paper ;|
|Publication Type||Series - View Master Record|
|Electronic Document|| |
Information identified as archived is provided for reference, research or recordkeeping purposes. It is not subject to the Government of Canada Web Standards and has not been altered or updated since it was archived. Please contact the authoring department to request a format other than those available.
We invite you to consult the Frequently Asked Questions page for additional information regarding the Archived Content notice.
Note: The URLs contained in this/these document(s) may no longer be functional
|Note||Digitized edition from print [produced by Statistics Canada]. "Working paper TSRA 85-028E."|
|Number of Pages||33  p. :|
|Departmental Catalogue Number||11-614E|
|Subject Terms||Methodology, Statistical analysis|
- Date modified: