Far better an approximate answer to the right question, which is often vague, than an exact answer to the wrong quesiton, which can always be made precise - John W. Tukey
Came across this line, as an outcome of the re-search during the discussion, which was a by product of discussion with him. And found this so much like him. He is so correct and at the same time so abstract.
At this moment my antennae have refused any kind of reception..nothing!! ..neither mixing nor ergodicity nor invariance nor stationarity nor regression nor conditional-expectation nor best-linear-predictor nor transformation ..forget about aggregate data.
PS: How blocked I m feeling, one can make out from the number of nors there. System badly needs to be rebooted.