New York Journal of Mathematics New York J. Math–51. A multivariate generalization of the von Neumann–Wold decomposition Ameer Athavale

Source URL: nyjm.albany.edu

New York Journal of Mathematics New York J. Math–51. A multivariate generalization of the von Neumann–Wold decomposition Ameer Athavale

Source URL: nyjm.albany.edu

Six Results from the Frequency Domain • Suppose {Yt} is a covariance stationary process with no deterministic component. By Wold’s Decomposition Theorem (see, e.g., Sargent, Macroeconomic Theory, chapter XI, section

Source URL: faculty.wcas.northwestern.edu

Optimal Real-Time Filters for Linear Prediction Problems Marc Wildi∗and Tucker McElroy† U.S. Census Bureau Abstract The classic model-based paradigm in time series analysis is rooted in the Wold decomposition

Source URL: blog.zhaw.ch

• Electronic filter
• Signal processing filter
• Linear filter
• Vector space
• Algebra
• Mathematics
• Filter theory

The Wold Decomposition Herman J. Bierens∗ February 1, 2012 Abstract In Chapter 7 in Bierens[removed]the Wold decomposition was motivated

Source URL: econ.la.psu.edu

• Mathematics
• Functional analysis
• Hilbert space
• Linear algebra
• Wold decomposition
• Inner product space
• Limit superior and limit inferior
• Mathematical analysis
• Operator theory
• Algebra

THE HYPERGEOMETRIC PROCESS: A FLEXIBLE PARAMETERIZATION OF M A(∞) TIME SERIES GRAHAM L. GILLER A BSTRACT. We introduce an apparently new parameterisation of the Wold decomposition of a standard Box-Jenkins time series

Source URL: www.gillerinvestments.com

• Ordinary differential equations
• Covariance and correlation
• Time series analysis
• Hypergeometric functions
• Hypergeometric series
• Generalized hypergeometric function
• Autocorrelation
• Gegenbauer polynomials
• Autocovariance
• Mathematical analysis
• Mathematics
• Mathematical series

THE WOLD DECOMPOSITION Definitions: (i) A family (Xt)t∈T of random variables

Source URL: homepage.univie.ac.at

• Time series analysis
• Fourier analysis
• Stochastic processes
• Covariance function
• Autocovariance
• Covariance
• XT
• Stationary process
• Autocorrelation
• Statistics
• Covariance and correlation
• Signal processing