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

DOI10.1007/S10203-016-0181-5MaRDI QIDQ524895zbMATH OpenOpenAlexFDO

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

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)

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• A persistence-based Wold-type decomposition for stationary time series
• Convex Programming and Duality in Normed Space
• Harmonic analysis of operators on Hilbert space
• The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security
• Time series: Theory and methods

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
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• Wold decomposition for polynomial sequences
• Multivariate Wold decompositions: a Hilbert \(A\)-module approach

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