Subordination, rank, and determinism of multivariate stationary sequences (Q799025): Difference between revisions

In this paper the characterization of the rank r(x) of the q-variate stationary stochastic sequence \(x_ t\), \(t\in Z\), is presented. Necessary and sufficient conditions for \(x_ t\) to be deterministic are investigated. The Wold-Cramér decomposition for \(x_ t\) is given. The method is based on subordination of q-variate bounded orthogonally scattered vector measures.