Geodesic
Properties of the Wold Decomposition of Stationary Stochastic Processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 8 (1963) no. 2, pp. 201-211

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The basic results of the paper (Theorems 11–13) treat the representation of the quantities $\hat x_{t+\alpha}$ –the best predictors of the quantities $x_{t+\alpha}$ of a process, which is stationary in the wide sense, from the quantities $x_s,s\leq t$ – in the form of a series $$\hat x_{t+\alpha}\sim\sum\limits_{s=0}^\infty{k_s x_{t-s}},$$ where the coefficients ${k_s}$ satisfy the condition $\sum|k_s|^2\infty$. Certain properties of the sequences $\{w_t\},\sum{|w_t|}^2\infty$, are derived first. 
@article{TVP_1963_8_2_a8,
     author = {E. A. Robinson},
     title = {Properties of the {Wold} {Decomposition} of {Stationary} {Stochastic} {Processes}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {201--211},
     publisher = {mathdoc},
     volume = {8},
     number = {2},
     year = {1963},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_1963_8_2_a8/}
}
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E. A. Robinson. Properties of the Wold Decomposition of Stationary Stochastic Processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 8 (1963) no. 2, pp. 201-211. http://geodesic.mathdoc.fr/item/TVP_1963_8_2_a8/