| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 9741799 | Journal of Statistical Planning and Inference | 2005 | 25 Pages |
Abstract
In this paper we begin with the Wold decomposition for PC sequences and show how the rank of a PC sequence is simply defined as the number of non zero innovations that occur in a period. We then give simple examples of sequences of less than full rank and discuss prediction based on finite and infinite pasts.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
H. Hurd,