Covariance stationarity focusses only on the first two moments of a stochastic process.

Name: Covariance stationarity focusses only on the first two moments of a stochastic process.
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Covariance stationarity (also known as weak stationarity) is a property of a stochastic process where the mean and covariance of the process do not depend on time. It only considers the first two moments (i.e., mean and covariance) and not higher order moments.

Covariance Stationarity Focusses Only on the First Two Moments of a Stochastic