A remark concerning uniqueness of the Wold decomposition of finite-dimensional stationary processes.
Karel Horák, Vladimír Müller, Pavla Vrbová (1987)
Aplikace matematiky
Similarity:
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.