Isometric operators on Hilbert spaces and Wold decomposition of stationary time series
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DOI: 10.1007/s10203-016-0181-5
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- Simone Cerreia-Vioglio & Fulvio Ortu & Federico Severino & Claudio Tebaldi, 2023. "Multivariate Wold decompositions: a Hilbert A-module approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 46(1), pages 45-96, June.
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More about this item
Keywords
Isometry; Hilbert space; Wold decomposition; Stationary time series;All these keywords.
JEL classification:
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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