Introduction and Section Overview

Sy Miin Chow; Emilio Ferrer; Fushing Hsieh

doi:10.4324/9780203864746-6

Introduction and Section Overview

Sy Miin Chow, Emilio Ferrer, Fushing Hsieh

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Abstract

Stationarity is a mathematical property that allows a dynamic system to repeat itself indefinitely according to some prescribed laws. Most models of intraindividual change-including longitudinal panel models, time series models, dynamical systems models, and state-space models-assume some level of stationarity. Strict stationarity refers to the invariance of all distributional characteristics of a set of data over time. Weak stationarity, namely invariance of the mean and covariance structures of a data set, is routinely assumed in many modeling contexts.

Original language	English (US)
Title of host publication	Statistical Methods for Modeling Human Dynamics
Subtitle of host publication	An Interdisciplinary Dialogue
Publisher	Taylor and Francis
Pages	1-10
Number of pages	10
ISBN (Electronic)	9781135262594
ISBN (Print)	9781848728257
DOIs	https://doi.org/10.4324/9780203864746-6
State	Published - Jan 1 2011

All Science Journal Classification (ASJC) codes

General Psychology
General Medicine
General Mathematics

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10.4324/9780203864746-6

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Introduction and Section Overview

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