Stationarity

Chapter
Part of the Mathématiques et Applications book series (MATHAPPLIC, volume 80)

Abstract

Some bases for the theory of time series are given below. The chapter deals with the widely used assumption of stationarity which yields a simpler theory for time series. This concept is widely considered in Rosenblatt (Stationary processes and random fields, Birkhäuser, Boston, 1985) and in Brockwell and Davis (Time series: theory and methods, 2nd edn., Springer series in statistics, Springer, New York, 1991). The latter reference is more involved with linear time series.

Copyright information

© Springer International Publishing AG, part of Springer Nature 2018

Authors and Affiliations

  1. 1.Laboratory of MathematicsUniversity Cergy-PontoiseCergy-PontoiseFrance

Personalised recommendations