Timeline for What is the difference between a Simple Random Walk and a Random Walk and why is one stationary, while the other is not?
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| May 22, 2023 at 1:02 | comment | added | mlofton | @Mateusz: stationarity needs more details because one can have weak stationarity or strong ( wide sense ) stationarity, so that's probably where the confusion is coming from. Also, when they talk about stationarity of the RW, they are referrring to the differenced $X_t$ process rather than the summed processes. So, stationarity is referrring to $X_t - X_{t-1}$ rather than $X_t$ | |
| May 21, 2023 at 19:55 | history | answered | Ghostpunk | CC BY-SA 4.0 |