Solution:Weakly stationary.
This type of stochastic process where the mean, variance and auto covariance are constant over time, is crucial in statistical analysis as it simplifies modeling and forecasting by ensuring that the underlying properties of the process do not change overtime.
A weakly stationary process, or second-order stationary process, is a stochastic process whose first two moments (mean and variance) are constant over time, and its auto covariance function depends only on the time difference between two points, not on their absolute positions in time.