Timeline for Show that the set of strictly stationary, mean zero and finite variance stochastic processes is closed (or not)
Current License: CC BY-SA 4.0
9 events
| when toggle format | what | by | license | comment | |
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| Aug 19, 2022 at 4:43 | vote | accept | Fam | ||
| Aug 17, 2022 at 18:30 | answer | added | Iosif Pinelis | timeline score: 1 | |
| Aug 17, 2022 at 17:39 | answer | added | Yuval Peres | timeline score: 1 | |
| Aug 17, 2022 at 6:46 | history | edited | Fam | CC BY-SA 4.0 |
added 16 characters in body
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| Aug 17, 2022 at 4:38 | comment | added | Fam | I think I was confused such $t_j$'s indices. Now I've fixed it. | |
| Aug 17, 2022 at 4:36 | history | edited | Fam | CC BY-SA 4.0 |
deleted 4 characters in body
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| Aug 17, 2022 at 4:26 | comment | added | Fam | They represent the indices of the marginal distributions of the stochastic process, more specifically, the distribution of an m-dimensional vector. Stationarity, I believe, is fundamental for the metric to be well defined. | |
| Aug 17, 2022 at 4:20 | comment | added | Iosif Pinelis | What are the $t_j$'s? | |
| Aug 17, 2022 at 0:57 | history | asked | Fam | CC BY-SA 4.0 |