A remark concerning uniqueness of the Wold decomposition of finite-dimensional stationary processes.
Karel Horák; Vladimír Müller; Pavla Vrbová
Aplikace matematiky (1987)
- Volume: 32, Issue: 5, page 337-345
- ISSN: 0862-7940
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topHorák, Karel, Müller, Vladimír, and Vrbová, Pavla. "A remark concerning uniqueness of the Wold decomposition of finite-dimensional stationary processes.." Aplikace matematiky 32.5 (1987): 337-345. <http://eudml.org/doc/15505>.
@article{Horák1987,
abstract = {The uniqueness of the Wold decomposition of a finite-dimensional stationary process without assumption of full rank stationary process and the Lebesgue decomposition of its spectral measure is easily obtained.},
author = {Horák, Karel, Müller, Vladimír, Vrbová, Pavla},
journal = {Aplikace matematiky},
keywords = {Wold decomposition; stationary process; Lebesgue decomposition; spectral measure; Wold decomposition; stationary process; Lebesgue decomposition; spectral measure},
language = {eng},
number = {5},
pages = {337-345},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {A remark concerning uniqueness of the Wold decomposition of finite-dimensional stationary processes.},
url = {http://eudml.org/doc/15505},
volume = {32},
year = {1987},
}
TY - JOUR
AU - Horák, Karel
AU - Müller, Vladimír
AU - Vrbová, Pavla
TI - A remark concerning uniqueness of the Wold decomposition of finite-dimensional stationary processes.
JO - Aplikace matematiky
PY - 1987
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 32
IS - 5
SP - 337
EP - 345
AB - The uniqueness of the Wold decomposition of a finite-dimensional stationary process without assumption of full rank stationary process and the Lebesgue decomposition of its spectral measure is easily obtained.
LA - eng
KW - Wold decomposition; stationary process; Lebesgue decomposition; spectral measure; Wold decomposition; stationary process; Lebesgue decomposition; spectral measure
UR - http://eudml.org/doc/15505
ER -
References
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- B. Szökefalvi-Nagy C. Foiaş, Harmonic analysis of operators on Hilbert space, Académiai Kiadó, Budapest, 1970. (1970) MR0275190
- N. Wiener P. Masani, 10.1007/BF02404472, Acta Math., 98 (1957), 111-150; II, Acta Math., 99 (1958), 93-137. (1957) DOI10.1007/BF02404472
- H. Wold, A study in the analysis of stationary time series, Almquist and Wiksells, Uppsala, 1938. (1938) Zbl0019.35602MR0061344
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