Definition:Mean of Stochastic Process

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

The mean of $S$ over an interval $Q$ is the arithmetic mean of the observations of $T$ over all the timestamps within $Q$.


Part $\text {I}$: Stochastic Models and their Forecasting:
$2$: Autocorrelation Function and Spectrum of Stationary Processes:
$2.1$ Autocorrelation Properties of Stationary Models:
$2.1.2$ Stationary Stochastic Processes: Mean and variance of a stationary process