S-ARMA Model and Wold Decomposition for Covariance Stationary Interval-Valued Time Series Processes

Autor: Jules Sadefo Kamdem, Babel Raïssa Guemdjo Kamdem, Carlos Ougouyandjou

Publikováno v: New Mathematics and Natural Computation
New Mathematics and Natural Computation, World Scientific Publishing, 2021, 17 (1), pp.191-213. ⟨10.1142/S1793005721500101⟩

International audience; The main purpose of this work is to contribute to the study of set-valued random variables by providing a kind of Wold decomposition theorem for interval-valued processes. As the set of set-valued random variables is not a vec

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4fdda56fa9a68431376c27a985f38af5
https://doi.org/10.1142/s1793005721500101