Wir verwenden Cookies und Analyse-Tools, um die Nutzerfreundlichkeit der Internet-Seite zu verbessern und für Marketingzwecke. Wenn Sie fortfahren, diese Seite zu verwenden, nehmen wir an, dass Sie damit einverstanden sind. Zur Datenschutzerklärung.
Wold's Theorem
CHF 42.60
Auf Lager
SKU
SNUDUCTO7SF
1 Verfügbar 
Geliefert zwischen Mi., 04.02.2026 und Do., 05.02.2026
Details
High Quality Content by WIKIPEDIA articles! In statistics, Wold's theorem or Wold representation theorem, named after Herman Wold, says that every covariance-stationary time series Yt can be written as an infinite moving average (MA(infty)) process of its innovation process. Such a formulation is known as a moving average representation for the time series. This is also known as the Wold decomposition theorem. The usefulness of the Wold Theorem is that it allows the dynamic evolution of a variable Yt to be approximated by a linear model. If the innovations varepsilon{t} are independent, then the linear model is the only possible representation relating the observed value of Yt to its past evolution. However, when varepsilon{t} is merely an uncorrelated but not independent sequence, then the linear model exists but it is not the only representation of the dynamic dependence of the series. In this latter case, it is possible that the linear model may not be very useful, and there would be a nonlinear model relating the observed value of Yt to its past evolution.
Weitere Informationen
- Allgemeine Informationen
- GTIN 09786131185441
- Editor Lambert M. Surhone, Miriam T. Timpledon, Susan F. Marseken
- EAN 9786131185441
- Format Fachbuch
- Titel Wold's Theorem
- Herausgeber Betascript Publishing
- Anzahl Seiten 80
- Genre Mathematik
Bewertungen
Schreiben Sie eine Bewertung
