An Etymological Dictionary of Astronomy and Astrophysics

A → time series if it obeys the following criteria: 1) Constant → mean over time (t). 2) Constant → variance for all t, and 3) The → autocovariance function between X_t1 and X_t2 only depends on the interval t₁ and t₂.

See also: → stationary; → time; → series.