Introduction

Kamil Feridun Turkman, Manuel González Scotto and Patrícia de Zea Bermudez
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Kamil Feridun Turkman: Faculdade de Ciências Universidade de Lisboa, Departmento de Estatística e Investigação Operacional
Manuel González Scotto: Universidade de Aveiro, Departamento de Matemática
Patrícia de Zea Bermudez: Faculdade de Ciências Universidade de Lisboa, Departmento de Estatística e Investigação Operacional

Chapter Chapter 1 in Non-Linear Time Series, 2014, pp 1-21 from Springer

Abstract: Abstract The Wold decomposition theorem says that under fairly general conditions, a stationary time series has a unique linear causal representation $$\displaystyle{ X_{t} =\sum _{ j=0}^{\infty }\psi _{ j}Z_{t-j},\,t \in \mathbb{Z}, }$$ where $$\sum _{j=0}^{\infty }\psi _{j}^{2}

Keywords: Sample Path; Generalize Pareto Distribution; Stationary Time Series; Nonlinear Time Series; Bilinear Model (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/978-3-319-07028-5_1

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