Isometric operators on Hilbert spaces and Wold decomposition of stationary time series

DOI10.1007/S10203-016-0181-5zbMATH Open1423.62117OpenAlexW2531600348MaRDI QIDQ524895FDOQ524895

Authors: Federico Severino 

Publication date: 27 April 2017

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-016-0181-5

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zbMATH Keywords

stationary time seriesfinancial time seriesHilbert spaceisometryWold decomposition

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites Work

• Title not available (Why is that?)
• Time series: Theory and methods
• Harmonic analysis of operators on Hilbert space
• Title not available (Why is that?)
• Convex Programming and Duality in Normed Space
• A persistence-based Wold-type decomposition for stationary time series
• The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security

Cited In (6)

• The Wold isomorphism for cyclostationary sequences
• The Wold decomposition of Hilbertian periodically correlated processes
• A persistence-based Wold-type decomposition for stationary time series
• Title not available (Why is that?)
• Wold decomposition for polynomial sequences
• Multivariate Wold decompositions: a Hilbert \(A\)-module approach

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