Subordination, rank, and determinism of multivariate stationary sequences (Q799025)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subordination, rank, and determinism of multivariate stationary sequences |
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Subordination, rank, and determinism of multivariate stationary sequences (English)
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1984
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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.
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Wold-Cramér decomposition
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subordination
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orthogonally scattered vector measures
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