Ergodicity and stationarity in random processes (super wonkish)

30 April, 2013 at 18:25 | Posted in Statistics & Econometrics | 5 Comments




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  1. The beauty of stochastic ergodicity ,
    Is its controlled random simplicity,
    The process is stationary thru time,
    Even if things seem random in my mind,
    Rarely however does this bring about felicity.

  2. This guy did a great job in explaining things. Bravo to him! Also, Ole Peters does a great job. Two excellent posts.

  3. 22 min 30s onward for all us non wonks 🙂

  4. thanks for the video. nice examples

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