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status: processing
type: concept
tags:
- math
- mephi
- ml
- statistics
- time-series
- math
- mephi
- ml
- statistics
- time-series
created: 2026-01-21
updated: 2026-05-07
title: Разложение Вольда
aliases:
- Разложение Вольда
---
# Разложение Вольда
## Теорема Вольда
$$x_{t}-\mu =\sum\limits_{\tau=0}^{\infty}\psi_{\tau}*\epsilon_{t-\tau}\qquad (\sum\limits_{\tau=0}^{\infty}\psi_{\tau}<\infty,\quad\psi_{0}=1)$$