“strongly stationary process”的概念、定义、翻译、参考文献-科学参考

单词	strongly stationary process
释义	strongly stationary process Economics A stochastic process x_t is said to be strongly stationary if the joint distribution of $X_{t_{1}}, X_{t_{2}}, \dots, X_{t_{n}}$ is the same as the joint distribution of $X_{t_{1} + k,} X_{t_{2} + k}, \dots, X_{t_{n} + k},$ i.e. is invariant under translation. Strong stationarity implies weak, or covariance, stationarity; the converse in general does not hold.
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