Chen, Zhao-guo et D. Anderson, Oliver, The Representation and Decomposition of Integrated Stationary Time Series, Advances in applied probability , 26(3), 1994, pp. 799-819
Learning from Matheron's representation (1973), and using the increment vector (PIV) methodology introduced by Cressie (1988) and developed by Chen and Anderson (1994), this paper presents a theory for the representation and decomposition of integrated stationary time series and gives some applications.