Definition:Non-Stationary Stochastic Process
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Definition
A non-stationary stochastic process is a stochastic process which does not remain in equilibrium about a constant mean level.
That is, it is a stochastic process which is not a stationary stochastic process.
Also see
Sources
- 1994: George E.P. Box, Gwilym M. Jenkins and Gregory C. Reinsel: Time Series Analysis: Forecasting and Control (3rd ed.) ... (previous) ... (next):
- $1$: Introduction:
- $1.2$ Stochastic and Deterministic Dynamic Mathematical Models:
- $1.2.1$ Stationary and Nonstationary Stochastic Models for Forecasting and Control
- $1.2$ Stochastic and Deterministic Dynamic Mathematical Models:
- $1$: Introduction: