Multivariate Wold decompositions : a Hilbert A-module approach
Simone Cerreia-Vioglio, Fulvio Ortu, Federico Severino, Claudio Tebaldi
| Year of publication: |
2023
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|---|---|
| Authors: | Cerreia-Vioglio, Simone ; Ortu, Fulvio ; Severino, Federico ; Tebaldi, Claudio |
| Published in: |
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 46.2023, 1, p. 45-96
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| Subject: | Hilbert A-modules | Multivariate stationary processes | Persistence heterogeneity | Wold decomposition | Dekompositionsverfahren | Decomposition method | Theorie | Theory | Multivariate Analyse | Multivariate analysis | Lineare Algebra | Linear algebra | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10203-023-00392-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014321366