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As I know “Covariogram” is synonym of “Covariance”. A strict definition is following: Let x(t) be a spatial process. Covariogram for spatial process x(t) is a function R(t1,t2)= M[(x(t1)-Mx(t1))(x(t2)-Mx(t2))]. Here M – symbol of mean.

Let {S(t), t=1,2,...} be a zero-mean, unit variance, second-order stationary process in R^1, and define Y(t)=S(t)+k(t-(n+1)/2), t=1,2,...,n. Then the process Y(t) is not second-order stationary process since it is contaminated with linear trend, k – degree of contamination. Define R(h)...

And may be you know what is the dependence between m-dependent stationary process (where m=q) and ARMA(0,q) process?

Thank you very much

[SOLVED] m-dependent stationary process Hi all Could you tell me a strict mathematical definition of "m-dependent stationary process" or maybe a link to where I could find it Thanks In Advance