The Representation and Decomposition of Integrated Stationary Time Series
Zhaoguo Chen, O. D. Anderson · Advances in Applied Probability · 1994
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.