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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.

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Department/Agency Statistics Canada. Methodology Branch.
Title Models for stationary stochastic processes
Series Title Working paper ;
Publication Type Series - View Master Record
Language [English]
Format Electronic
Electronic Document

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Note Digitized edition from print [produced by Statistics Canada]. "Working paper TSRA 85-028E."
Date [1985].
Number of Pages 33 [27] p. :
Catalogue Number
  • CS11-614/85-28E-PDF
Departmental Catalogue Number 11-614E
Subject Terms Methodology, Statistical analysis