Innovations and Wold decompositions of stable sequences

DOI10.1007/BF00319099zbMath0635.62093OpenAlexW2046360210MaRDI QIDQ1097619

Clyde D. jun. Hardin, Aleksander Weron, Stamatis Cambanis

Publication date: 1988

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00319099

zbMATH Keywords

examplesWold decompositionleast moment predictionnon-symmetric James orthogonalityregression predictionsymmetric stable sequences

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)

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