The prediction theory of multivariate stochastic processes: I. The regularity condition
Open Access
- 1 January 1957
- journal article
- Published by International Press of Boston in Acta Mathematica
- Vol. 98 (1), 111-150
- https://doi.org/10.1007/bf02404472
Abstract
Summary: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 obtainedKeywords
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