second-order stationarity

second-order stationarity

Statistical terms. 2014.

Игры ⚽ Поможем написать реферат

Look at other dictionaries:

  • Stationary process — In the mathematical sciences, a stationary process (or strict(ly) stationary process or strong(ly) stationary process) is a stochastic process whose joint probability distribution does not change when shifted in time or space. Consequently,… …   Wikipedia

  • Time series — Time series: random data plus trend, with best fit line and different smoothings In statistics, signal processing, econometrics and mathematical finance, a time series is a sequence of data points, measured typically at successive times spaced at …   Wikipedia

  • CMA-ES — stands for Covariance Matrix Adaptation Evolution Strategy. Evolution strategies (ES) are stochastic, derivative free methods for numerical optimization of non linear or non convex continuous optimization problems. They belong to the class of… …   Wikipedia

  • Stationary ergodic process — In probability theory, stationary ergodic process is a stochastic process which exhibits both stationarity and ergodicity. In essence this implies that the random process will not change its statistical properties with time.Stationarity is the… …   Wikipedia

  • Karush–Kuhn–Tucker conditions — In mathematics, the Karush–Kuhn–Tucker (KKT) conditions (also known as the Kuhn–Tucker conditions) are necessary for a solution in nonlinear programming to be optimal, provided that some regularity conditions are satisfied. Allowing inequality… …   Wikipedia

  • Information theory — Not to be confused with Information science. Information theory is a branch of applied mathematics and electrical engineering involving the quantification of information. Information theory was developed by Claude E. Shannon to find fundamental… …   Wikipedia

  • automata theory — Body of physical and logical principles underlying the operation of any electromechanical device (an automaton) that converts information input in one form into another, or into some action, according to an algorithm. Norbert Wiener and Alan M.… …   Universalium

  • Asymptotic equipartition property — In information theory the asymptotic equipartition property (AEP) is a general property of the output samples of a stochastic source. It is fundamental to the concept of typical set used in theories of compression.Roughly speaking, the theorem… …   Wikipedia

  • Detailed balance — The principle of detailed balance is formulated for kinetic systems which are decomposed into elementary processes (collisions, or steps, or elementary reactions): At equilibrium, each elementary process should be equilibrated by its reverse… …   Wikipedia

  • Self-creation cosmology — (SCC) theories are gravitational theories in which the mass of the universe is created out of its self contained gravitational and scalar fields, as opposed to the theory of continuous creation cosmology or the steady state theory which depend on …   Wikipedia

  • Proportional hazards models — are a class of survival models in statistics. Survival models relate the time that passes before some event occurs to one or more covariates that may be associated with that quantity. In a proportional hazards model, the unique effect of a unit… …   Wikipedia

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”