Concepedia

Stationary Random Processes

Stationary Random Processes is a stochastic process in which the statistical properties such as the mean, variance, and autocorrelation remain constant over time, distinguishing it from non-stationary random processes by exhibiting time-invariant probabilistic behavior.

1.9K

Publications

181.8K

Citations

2.5K

Authors

983

Institutions

Publications per year

2017–2026

133

Parents

Publications

1.9K

A New Approach to Linear Filtering and Prediction Problems

R. E. Kalman · Journal of Basic Engineering · 1960 · 31K citations

, , +16

Probability, Random Variables, and Stochastic Processes

Irwin Miller, Anthanasios Papoulis · Technometrics · 1966 · 6.5K citations

, , +14

High-resolution frequency-wavenumber spectrum analysis

J. Capon · Proceedings of the IEEE · 1969 · 6.2K citations

, , +17

Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure

M. Hashem Pesaran · Econometrica · 2006 · 4.8K citations

, , +17

Probability, random variables and stochastic processes

J.G. Proakis · IEEE Transactions on Acoustics Speech and Signal Processing · 1985 · 4.6K citations

, , +14

1–5 of 1.9K

Authors

2.5K

  1. SM
    Simeon M. Berman

    New York University, United States

    10 publications · 1.4K citations

    10

    h-index

  2. HW
    Herman Wold

    Statistics Sweden, Sweden

    10 publications · 1.9K citations

    10

    h-index

  3. MR
    M. R. Leadbetter

    University of North Carolina at Chapel Hill, United States

    10 publications · 2.4K citations

    10

    h-index

  4. OE
    Ole E. Barndorff–Nielsen

    Aarhus University, Denmark

    9 publications · 431 citations

    9

    h-index

  5. AW
    Aleksander Weron

    Wrocław University of Science and Technology, Poland

    8 publications · 487 citations

    8

    h-index

1–5 of 2.5K

Institutions

983

  1. University of California San Diego

    San Diego, United States

    23 h-index

    50 publications

    3.1K citations

  2. Massachusetts Institute of Technology

    Cambridge, United States

    19 h-index

    42 publications

    9K citations

  3. Stanford University

    Stanford, United States

    18 h-index

    30 publications

    2.1K citations

  4. Centre National de la Recherche Scientifique

    Paris, France

    17 h-index

    47 publications

    1.3K citations

  5. Cornell University

    Ithaca, United States

    16 h-index

    32 publications

    1K citations

  6. Australian National University

    Canberra, Australia

    16 h-index

    21 publications

    840 citations

  7. University of Manchester

    Manchester, United Kingdom

    15 h-index

    29 publications

    2.2K citations

  8. University of California, Berkeley

    Berkeley, United States

    15 h-index

    22 publications

    889 citations

1–8 of 983

Venues

  1. IEEE Transactions on Information Theory

    85 publications · 5.1K citations

    36

    h-index

  2. Journal of Applied Probability

    JAP · 74 publications · 4.6K citations

    32

    h-index

  3. Stochastic Processes and their Applications

    60 publications · 2.1K citations

    27

    h-index

  4. Journal of the American Statistical Association

    38 publications · 5.6K citations

    27

    h-index

  5. Theory of Probability and Its Applications

    54 publications · 4K citations

    27

    h-index

1–5