Properties of the Wold Decomposition of Stationary Stochastic Processes
From MaRDI portal
Publication:5513475
DOI10.1137/1108020zbMath0138.40403OpenAlexW2017317842MaRDI QIDQ5513475
Publication date: 1963
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1108020
Related Items (2)
On the angle between past and future for multivariate stationary stochastic processes ⋮ A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction
This page was built for publication: Properties of the Wold Decomposition of Stationary Stochastic Processes