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
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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.
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 
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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

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