Some prediction problems for strictly stationary processes
Kazimierz Urbanik · Project Euclid (Cornell University) · 1967
Abstract : A strictly stationary process {xr} (- omega t omega) is one whose distributionsremain the same as time passes; that is, the multivariate distribution of therandom variables Xt1+h, Xt2+h, , xtn.+h is independent of h. Here ti, t2, ..., tn isany finite set of parameter values.