Geodesic
A remark concerning uniqueness of the Wold decomposition of finite-dimensional stationary processes.
Applications of Mathematics, Tome 32 (1987) no. 5, pp. 337-345.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

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.
DOI : 10.21136/AM.1987.104265
Classification : 47A15, 47B15, 60G10, 60G25
Keywords: Wold decomposition; stationary process; Lebesgue decomposition; spectral measure 
@article{10_21136_AM_1987_104265,
     author = {Hor\'ak, Karel and M\"uller, Vladim{\'\i}r and Vrbov\'a, Pavla},
     title = {A remark concerning uniqueness of the {Wold} decomposition of finite-dimensional stationary processes.},
     journal = {Applications of Mathematics},
     pages = {337--345},
     publisher = {mathdoc},
     volume = {32},
     number = {5},
     year = {1987},
     doi = {10.21136/AM.1987.104265},
     mrnumber = {0909541},
     zbl = {0645.60043},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.1987.104265/}
}
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  - Applications of Mathematics
PY  - 1987
SP  - 337
EP  - 345
VL  - 32
IS  - 5
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.21136/AM.1987.104265/
DO  - 10.21136/AM.1987.104265
LA  - en
ID  - 10_21136_AM_1987_104265
ER  - 
%0 Journal Article
%A Horák, Karel
%A Müller, Vladimír
%A Vrbová, Pavla
%T A remark concerning uniqueness of the Wold decomposition of finite-dimensional stationary processes.
%J Applications of Mathematics
%D 1987
%P 337-345
%V 32
%N 5
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.21136/AM.1987.104265/
%R 10.21136/AM.1987.104265
%G en
%F 10_21136_AM_1987_104265
Horák, Karel; Müller, Vladimír; Vrbová, Pavla. A remark concerning uniqueness of the Wold decomposition of finite-dimensional stationary processes.. Applications of Mathematics, Tome 32 (1987) no. 5, pp. 337-345. doi : 10.21136/AM.1987.104265. http://geodesic.mathdoc.fr/articles/10.21136/AM.1987.104265/

Cité par Sources :