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A strictly stationary process (or time series) is one whose joint distribution is constant over time shifts. A weakly stationary (or covariance stationary) process or series is one whose mean and covariance function (variance and autocorrelation function) do not change over time.

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Forms of non-stationary process

Is that true that non-stationary processes only includes trends, cycles, random walks, and combinations of the three? If yes, has this statement been proofed? If not, what are the other forms of non-s …
Yitian Li's user avatar