Wold's theorem
In statistics, Wold's decomposition or the Wold representation theorem (not to be confused with the Wold theorem that is the discrete-time analog of the Wiener–Khinchin theorem), named after Herman Wold, says that every covariance-stationary time series can be written as the sum of two time series, one deterministic and one stochastic. Formally where: The moving average coefficients have these properties: 1.
* Stable, that is square summable < 2.
* Causal (i.e. there are no terms with j < 0) 3.
* Minimum delay 4.
* Constant ( independent of t) 5.
* It is conventional to define
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Wold's theorem
In statistics, Wold's decomposition or the Wold representation theorem (not to be confused with the Wold theorem that is the discrete-time analog of the Wiener–Khinchin theorem), named after Herman Wold, says that every covariance-stationary time series can be written as the sum of two time series, one deterministic and one stochastic. Formally where: The moving average coefficients have these properties: 1.
* Stable, that is square summable < 2.
* Causal (i.e. there are no terms with j < 0) 3.
* Minimum delay 4.
* Constant ( independent of t) 5.
* It is conventional to define
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In statistics, Wold's decompos ...... can sense ″the arrow of time.″
@en
Le théorème de représentation ...... modèles à correction d'erreur.
@fr
Теорема Волда — утверждение ма ......
* постоянны (не зависят от )
@ru
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December 2015
@en
text
minimum delay moving average
@en
non-minimum delay
@en
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In statistics, Wold's decompos ...... * It is conventional to define
@en
Le théorème de représentation ...... de cointégration et les (en).
@fr
Теорема Волда — утверждение ма ...... авна нулю, если у нет трендов.
@ru
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Théorème de représentation de Granger
@fr
Wold's theorem
@en
Woldsche Zerlegung
@de
Теорема Волда
@ru