# Gaussian process

From AMS Glossary

(Redirected from Stationary gaussian time series)

## Gaussian process

(

*Also called*stationary Gaussian process, stationary Gaussian time series.) A stationary time series in which the joint probability distribution of any sequence of values,*x*(*t*_{1}),*x*(*t*_{2}), . . .,*x*(*t*_{n}), is a multivariate normal distribution, or a stationary random process that is completely determined by its spectrum or autocorrelation function.