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A time series displays stationarity if the expected value at all time points is the same and if, additionally, the correlation between the values at two time points, t and t+τ, depends on the lag τ but not on t. The corresponding requirements hold for a spatial process, with t replaced by the location of a point in space and τ replaced by a spatial lag. The time series or spatial process may be described as being stationary.

Subjects: Probability and Statistics.

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