Concepedia

Second-order Stationarity

Second-Order Stationarity is a property of a stochastic process in which the first two moments—mean and autocovariance—are time-invariant, meaning the mean is constant over time and the autocovariance depends only on the lag between observations, not on the specific time points.

35

Publications

2K

Citations

58

Authors

47

Institutions

Publications per year

2017–2026

2

Variants

Wss

Parents

Publications

35

The decomposition and measurement of the interdependency between second-order stationary processes

Yuzo Hosoya · Probability Theory and Related Fields · 1991 · 347 citations · Full text

, , +9

Wellposedness of second order backward SDEs

H. Meté Soner, Nizar Touzi, Jianfeng Zhang · Probability Theory and Related Fields · 2011 · 292 citations · Full text

, , +11

Long-Run Neutrality and Superneutrality in an ARIMA Framework.

RePEc: Research Papers in Economics · 131 citations

, , +6

Maximum Likelihood Estimation for Periodic Autoregressive Moving Average Models

Aldo V. Vecchia · Technometrics · 1985 · 116 citations

, , +17

A Test for Second-Order Stationarity and Approximate Confidence Intervals for Localized Autocovariances for Locally Stationary Time Series

Guy P. Nason · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2013 · 112 citations · Full text

, , +16

1–5 of 35

Authors

58

  1. SS
    Suhasini Subba Rao

    University of Toledo, United States

    3 publications · 196 citations

    3

    h-index

  2. AV
    Aldo V. Vecchia

    United States Geological Survey, United States

    2 publications · 159 citations

    2

    h-index

  3. MP
    Mohsen Pourahmadi

    Texas A&M University, United States

    2 publications · 72 citations

    2

    h-index

  4. GP
    Guy P. Nason

    University of Bristol, United Kingdom

    2 publications · 130 citations

    2

    h-index

  5. HW
    Hui Wang

    University of Connecticut, United States

    1 publications · 13 citations

    1

    h-index

1–5 of 58

Institutions

47

  1. Texas A&M University

    College Station, United States

    4 h-index

    6 publications

    351 citations

  2. United States Geological Survey

    Reston, United States

    2 h-index

    2 publications

    159 citations

  3. Lancaster University

    Lancaster, United Kingdom

    2 h-index

    2 publications

    75 citations

  4. Denver Federal Center

    Denver, United States

    2 h-index

    2 publications

    159 citations

  5. University of Manchester

    Manchester, United Kingdom

    2 h-index

    2 publications

    21 citations

  6. Centre for Research in Engineering Surface Technology

    Dublin, Ireland

    1 h-index

    1 publications

    14 citations

  7. College Station Medical Center

    College Station, United States

    1 h-index

    1 publications

    26 citations

  8. Xiamen University

    Xiamen, China

    1 h-index

    1 publications

    13 citations

1–8 of 47

Venues

  1. 4

    h-index

  2. Bernoulli

    3 publications · 113 citations

    3

    h-index

  3. Journal of Time Series Analysis

    3 publications · 175 citations

    3

    h-index

  4. Journal of Applied Probability

    JAP · 3 publications · 43 citations

    3

    h-index

  5. Econometric Theory

    2 publications · 25 citations

    2

    h-index

1–5