Wold decomposition, prediction and parameterization of stationary processes with infinite variance

Martingale Limit Theory and its Application.

R. M. Loynes, Peter Hall, C. C. Heyde · Journal of the Royal Statistical Society Series A (General) · 1984 · 2.8K citations · Full text

Engineering, Economics, Mathematics +12

A Study in the Analysis of Stationary Time Series

M. S. Bartlett, Herman Wold · Econometrica · 1955 · 763 citations

Computing, Mathematics, Forecasting +11

The prediction theory of multivariate stochastic processes: I. The regularity condition

Norbert Wiener, P. Masani · Acta Mathematica · 1957 · 589 citations · Full text

Engineering, Mathematics, Forecasting +11

Multivariate Analysis

Elliot M. Cramer, R. Darrell Bock · Review of Educational Research · 1966 · 523 citations

Stationary Random Processes

L. H. Koopmans, Y. A. Rozanov · Technometrics · 1968 · 500 citations