Examples of a stochastic process that is strictly stationary

Examples of a stochastic process that is strictly stationary but not weakly stationary, and one that is weakly stationary but not strictly stationary?

Solution

Symmetric Bernoulli and standard normal distribution has strictly stationary but not weakly stationary, and one that is weakly stationary but not strictly stationary.

Examples of a stochastic process that is strictly stationary but not weakly stationary, and one that is weakly stationary but not strictly stationary?SolutionSy

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