vault backup: 2026-05-31 10:18:48
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status: processing
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type: concept
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tags:
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- math
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- mephi
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- ml
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- statistics
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- time-series
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- math
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- mephi
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- ml
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- statistics
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- time-series
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created: 2026-01-21
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updated: 2026-05-07
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title: Разложение Вольда
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aliases:
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- Разложение Вольда
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---
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# Разложение Вольда
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## Теорема Вольда
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$$x_{t}-\mu =\sum\limits_{\tau=0}^{\infty}\psi_{\tau}*\epsilon_{t-\tau}\qquad (\sum\limits_{\tau=0}^{\infty}\psi_{\tau}<\infty,\quad\psi_{0}=1)$$
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