Definition:Strictly Stationary Stochastic Process

Definition
Let $S$ be a stochastic process giving rise to a time series $T$.

$S$ is a strictly stationary stochastic process if its properties are unaffected by a change of origin of $T$.

That is:
 * the joint probability mass function of any set of $m$ successive values $\set {z_1, z_2, \dotsb, z_m}$

is the same as:
 * the joint probability mass function of any other set of $m$ successive values $\set {z_{1 + k}, z_{2 + k}, \dotsb, z_{m + k} }$.