Stationary Process - Weaker Forms of Stationarity - Other Terminology

Other Terminology

The terminology used for types of stationarity other than strict stationarity can be rather mixed. Some examples follow.

  • Priestley uses stationary up to order m if conditions similar to those given here for wide sense stationarity apply relating to moments up to order m. Thus wide sense stationarity would be equivalent to "stationary to order 2", which is different from the definition of second-order stationarity given here.
  • Honarkhah also uses the assumption of stationarity in the context of multiple-point geostatistics, where higher n-point statistics are assumed to be stationary in the spatial domain.

Read more about this topic:  Stationary Process, Weaker Forms of Stationarity