 Stationary ergodic process

A stationary ergodic process is a concept from the field of probability theory and stochastic processes. It combines two important properties: **stationarity** and **ergodicity**. ### Stationarity A stochastic process is said to be stationary if its statistical properties do not change over time. There are two main types of stationarity: 1. **Strict Stationarity**: A process is strictly stationary if the joint distribution of any set of random variables in the process is invariant to shifts in time.