0
$\begingroup$

Suppose I have a stationary time series, does this imply that the series is also N-order stationary?

$\endgroup$
1
$\begingroup$

It depends on the context. Stationary is not a term that is used very rigorously in every text book. Especially in the context of time series usually people are referring to wide sense stationarity. When people say strictly stationary then they mean stationarity of all orders.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.