Fraction-of-Time Probability: Advancing Beyond the Need for Stationarity and Ergodicity Assumptions
Time series arising from measurements in many fields of physics, engineering, chemistry, biology, and econometrics, are commonly modeled as sample paths from an ensemble which, together with a probability measure, is called a stochastic process. Stationarity and ergodicity assumptions about this mod...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2022-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/9743388/ |