Wald Decomposition Theorem
- Posted at 2006/12/17 22:36
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Wald Decomposition Theorem
 Wald Decomposition Theorem |
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Any zero mean covariance stationary process $x_t$ can be represented in the form of The term ε_t is white noise and represents the prediction error defined to be The value of... |
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- Wald Decomposition Theorem, ウォルド分解定理, レポート, 時系列分析, 経済学, 線形関数
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