Time series: random processes and realizations
Temporal series or chronological series
Article REF: TE5220 V1
Time series: random processes and realizations
Temporal series or chronological series

Author : Michel PRENAT

Publication date: August 10, 2012, Review date: January 6, 2020 | Lire en français

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2. Time series: random processes and realizations

2.1 It's a particular random process

A random process (X ), indexed by a set T, is a family (X t ), where t ∊ T, of random vectors with values in the state space E=k (or E=k , but in the following we restrict ourselves to series with values in k ).

The process is defined by the...

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