wold theorem

  1. J

    Simple concrete example of Wold theorem?

    I'm reading the Wold decomposition theorem for time series in http://faculty.chicagobooth.edu/john.cochrane/research/papers/time_series_book.pdf. I've googled this a lot, and I know that there is ample treatment of the subject online. However, the above book seems to be unique in that page 44...