A remark concerning uniqueness of the Wold decomposition of finite-dimensional stationary processes.
Horák, Karel ; Müller, Vladimír ; Vrbová, Pavla
Applications of Mathematics, Tome 32 (1987), p. 337-345 / Harvested from Czech Digital Mathematics Library
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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.

Publié le : 1987-01-01
Classification:  47A15,  47B15,  60G10,  60G25 
@article{104265,
     author = {Karel Hor\'ak and Vladim\'\i r M\"uller and Pavla Vrbov\'a},
     title = {A remark concerning uniqueness of the Wold decomposition of finite-dimensional stationary processes.},
     journal = {Applications of Mathematics},
     volume = {32},
     year = {1987},
     pages = {337-345},
     zbl = {0645.60043},
     mrnumber = {0909541},
     language = {en},
     url = {http://dml.mathdoc.fr/item/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) pp. 337-345. http://gdmltest.u-ga.fr/item/104265/

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