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Horák, Karel ; Müller, Vladimír ; Vrbová, Pavla
A remark concerning uniqueness of the Wold decomposition of finite-dimensional stationary processes. (English). Aplikace matematiky, vol. 32 (1987), issue 5, pp. 337-345
MSC: 47A15, 47B15, 60G10, 60G25 | MR 0909541 | Zbl 0645.60043 | DOI: 10.21136/AM.1987.104265
Keywords:
Wold decomposition; stationary process; Lebesgue decomposition; spectral measure
Summary:
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.
References:
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