Sentences with phrase «stationary stochastic processes»

IIUC, if observations are multivariate normal (with possibly some additional hypotheses)-- which is consistent with many proposed stationary stochastic processes (iid, AR (1), MA (1), ARMA (p, q), FARIMA (p, d, q), etc.)-- then the first and second differences will also be multivariate normal (note that the reverse is not generally true).

The climate system is not a stationary stochastic process.

MM2005 model a stationary stochastic process but the MBH98 algorithm somehow detects what you describe as a non-stationary forcing attributed to CO2.

«From a stationary stochastic process the MBH98 algorithm detects a non-stationary signal: just how does it do that and still get described as robust?»

From a stationary stochastic process the MBH98 algorithm detects a non-stationary signal that is then attributed to CO2 forcing (the «hockey stick»).

Not exact matches

If one assumes that a stochastic process is stationary (Hurst's Hunit root test), which would be consistent with DrK's Hurst - Kolmogorov pragmaticity, then the process has a finite mean.

If we continue this type of thinking (means varying at a cascade of time scales, in an unpredictable manner), the eventual result is a stationary (yes, stationary) stochastic process with LTP.

Of course any finite realization of a stochastic process, stationary or not, has a finite mean (you can always compute the average of a bunch of numbers).

Nevertheless, the salutary aspect of the GISP 2 data is the clear indication it provides of a gentle, truly secular cooling trend since the Holocene optimum, overlain by weakly stationary, strongly structured, quasi-Gaussian stochastic variations whose ordinate distribution and power - spectrum both diverge from anything resembling a Poisson process of abrupt jumps.