Stationary normally distributed stochastic process.
A detailed exploration of stochastic volatility in financial economics, its implications, and applications.
An overview of the continuous time process as a stochastic process in economics.
An approach in time series econometrics used to analyze the properties and characteristics of a stochastic process using its spectral density.
A recursive algorithm for optimal estimation and prediction of state variables in a stochastic process.
A stochastic process where the expected future value of a variable, given the current information, is equal to its current value.
A stochastic process whose statistical properties change over time.
An examination of random processes, also known as stochastic processes, in economic analysis.
A detailed entry about the term Random Walk, including its definition, historical context, and analytical frameworks in economics.
An overview of strongly stationary processes in the context of stochastic processes.
A stochastic process with zero mean, constant variance, and zero autocorrelation
A fundamental theorem in time series analysis that decomposes a zero-mean covariance stationary stochastic process into a deterministic and a non-deterministic part.
