Stationary sequence
A sequence of random variables
![[eq1]](http://images1.statlect.com/stationary_sequence__1.png)
is said to be stationary (or strictly stationary) if and only if the two
random vectors
![[eq2]](http://images2.statlect.com/stationary_sequence__2.png)
and
![[eq3]](http://images1.statlect.com/stationary_sequence__3.png)
have the same joint distribution for any
,
and
.
The concept of stationary sequence is explained in more detail in the lecture entitled Sequences of random variables.
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