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searching for Wold's decomposition 2 found (4 total)

Wold's theorem (816 words) [view diff] exact match in snippet view article find links to article

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

Autoregressive integrated moving average (3,362 words) [view diff] exact match in snippet view article find links to article

difference between each value and the previous value. According to Wold's decomposition theorem the ARMA model is sufficient to describe a regular (a.k.a