The Representation and Decomposition of Integrated Stationary Time Series

Authors
Chen, Zhao-Guo Anderson, Oliver D.
Citation
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
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
26
Issue
3
Year of publication
1994
Pages
799 - 819
Database
ACNP
SICI code
Abstract
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.