Isometric operators on Hilbert spaces and Wold decomposition of stationary time series

DOI10.1007/S10203-016-0181-5zbMath1423.62117OpenAlexW2531600348MaRDI QIDQ524895

Federico Severino

Publication date: 27 April 2017

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-016-0181-5

zbMATH Keywords

Hilbert spaceisometryfinancial time seriesstationary time seriesWold decomposition

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items (1)

Multivariate Wold decompositions: a Hilbert \(A\)-module approach

Cites Work

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• Time series: Theory and methods
• Harmonic analysis of operators on Hilbert space
• A persistence‐based Wold‐type decomposition for stationary time series
• The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security
• Convex Programming and Duality in Normed Space

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