Weak Stationarity vs Strong Stationarity

[@priscilas9650]

Hi, Thank you for your video lessons! The two videos about stochastic processes vs. time series have been of great help, I'm just wondering if you're gonna continue doing the rest of them.

[@Tweeteketje]

Could you give an example of something that is weakly stationary but not strictly stationary? Is it that the 3rd and 4th moment has to be constant when it is strictly stationary, whereas for weak stationarity those don't have to be constant?

[@kissapeles]

These videos are good! Just a clarification in 06:41 what is the equation on the second bullet? I'm not sure if i understand the notation. I might be looking for a denominator somewhere :)

[@leouniv]

It's the covariance between the random variable y_t and y_t, i.e., it's just the variance of y_t :)

[@meriemeennajah7459]

Thank you

[@ehsaneshaghi3613]

You made a mistake about the third condition. covariance between timestamps 1 and 2 is not the same as between 1 and 3.

[@santiagoluqueochoa9946]

Indeed. I think he meant that covariance between timestamps 1 and 2 is the same as between 2 and 3. Only depends on the lag.

[@theone-and-only]

what do you mean by PDF?

[@zacharyrosen2639]

I think he means the probability density function

[@meriemeennajah7459]

thank you