Bayesian Characterizations of Properties of Stochastic Processes with Applications
@article{Roy2020BayesianCO,
title={Bayesian Characterizations of Properties of Stochastic Processes with Applications},
author={Sucharita Roy and Sourabh Bhattacharya},
journal={arXiv: Statistics Theory},
year={2020}
}In this article, we primarily propose a novel Bayesian characterization of stationary and nonstationary stochastic processes. In practice, this theory aims to distinguish between global stationarity and nonstationarity for both parametric and nonparametric stochastic processes. Interestingly, our theory builds on our previous work on Bayesian characterization of infinite series, which was applied to verification of the (in)famous Riemann Hypothesis. Thus, there seems to be interesting and…
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