Words are strange and then there are strange words too! Where do they come from?
Wikipedia says:
Although the basic concept of degrees of freedom was recognized as early as 1821 in [...] Carl Friedrich Gauss, its modern definition and usage was first elaborated by English statistician William Sealy Gosset in [...] article "The Probable Error of a Mean", published under the pen name "Student". While Gosset did not actually use the term 'degrees of freedom', he explained the concept in the course of developing what became known as Student's t-distribution. The term itself was popularized by English statistician and biologist Ronald Fisher [...]. - I changed the links to in-text links for convenience
The first link of the outline seems to be its primary source. In my opinion it is a great peace, does not only clarify where the term comes from but also teaches a lot about the concept.
If the statistics of the joint distribution of the random variables does not change as a function of time we speak of stationarity.
This definition seems to be first appear in Khintchine (1934). I reproduced the text-passage below for convenience reasons and it indeed is in accordance with the definition given above. Luckily German is my mother tongue. It seems that Kolmogorov (1938) follows the one given by Khintchine (1934), which reinforces the canoonical aspect of the definition, since well... it is Komogorov. Alas that reference is in Russian, so I cannot realy say if its the case.
