Qu'est-ce que « Stationary process, weak stationarity, white noise » ?

A process $(X_t)$ is a stationary process (strictly) if the joint law of $(X_{t_1 + h}, \dots, X_{t_k + h})$ does not depend on $h$. It has weak stationarity if its mean is constant and $\Cov(X_t, X_{t+h})$ depends only on $h$. White noise is a weakly stationary sequence with mean zero and no autocorrelation at any nonzero lag.