A time series 
, 
, ... is nonstationary if, for some 
, the joint probability distribution of 
, 
, ..., 
is dependent on the time index 
.
Nonstationary Time Series
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References
Priestly, M. B. Nonlinear and Non-Stationary Time Series. New York: Academic Press, 1988.Referenced on Wolfram|Alpha
Nonstationary Time SeriesCite this as:
Weisstein, Eric W. "Nonstationary Time Series." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/NonstationaryTimeSeries.html