The Wold decomposition of Hilbertian periodically correlated processes

DOI10.1090/TPMS/1116MaRDI QIDQ3386936zbMATH OpenOpenAlexFDO

Authors

Publication date 8 January 2021

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/tpms/1116

zbMATH Keywords

periodically correlated processesWold decompositionmoving average representation\(\mathcal{L}\)-closed subspaces\(H\)-valued random variables

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

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Cited in

(8)

• The Wold-Cramér concordance problem for Banach-space-valued stationary processes
• Periodically correlated autoregressive Hilbertian processes
• Wold decomposition for polynomial sequences
• On the Wold decomposition of discrete-time cyclostationary processes
• On the Wold decomposition of some periodical stochastic processes
• Multivariate Wold decompositions: a Hilbert \(A\)-module approach
• A sufficient condition for the Wold-Cramér concordance of Banach-space-valued stationary processes
• Isometric operators on Hilbert spaces and Wold decomposition of stationary time series

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