A Lagrangian experimental study of an axisymmetric turbulent water jet is performed to investigate the highly anisotropic and inhomogeneous flow field. The measurements were conducted within a Lagrangian exploration module, an icosahedron apparatus, to facilitate optical access of three cameras. The stereoscopic particle tracking velocimetry results in three component tracks of position, velocity and acceleration of the tracer particles within the vertically-oriented jet with a Taylor-based Reynolds number $mathcal R_lambda simeq 230$. Analysis is performed at seven locations from 15 diameters up to 45 diameters downstream. Eulerian analysis is first carried out to obtain critical parameters of the jet and relevant scales, namely the Kolmogorov and large turnover (integral) scales as well as the energy dissipation rate. Lagrangian statistical analysis is then performed on velocity components stationarised following methods inspired by Batchelor (textit{J. Fluid Mech.}, vol. 3, 1957, pp. 67-80) which aim to extend stationary Lagrangian theory of turbulent diffusion by Taylor to the case of self-similar flows. The evolution of typical Lagrangian scaling parameters as a function of the developing jet is explored and results show validation of the proposed stationarisation. The universal scaling constant $C_0$ (for the Lagrangian second-order structure function), as well as Eulerian and Lagrangian integral time scales are discussed in this context. $C_0$ is found to converge to a constant value (of the order of $C_0 = 3$) within 30 diameters downstream of the nozzle. Finally, the existence of finite particle size effects are investigated through consideration of acceleration dependent quantities.