A semivariogram does not determine stationarity

If $W(s)$ is stationary, then $Z(s)=W(s)-W(0)$ has exactly the same increments and semivariogram, but $\mathrm{Var}Z(s)=2{\gamma }_W(s)$ is generally nonconstant. Thus existence of a stationary covariance model for a semivariogram does not imply stationarity of every process with that semivariogram. Adding an independent random constant also leaves the semivariogram unchanged while changing the covariogram.