# Difference between the Wold Decomposition and MA representation

The Wold Theorem states that any (weakly) stationary process $(x_t)_{t=-\infty}^{+\infty}$ with zero mean can be decomposed into

$$x_t=\sum_{j=0}^{\infty} b_j\epsilon_{t-j}\ + \eta_t ,$$ where the first summand is the stochastic and the second term a determinstic part.

Let $x_t$ be any (weakly stationary) ARMA(p,q)-process and consider I would like to find the Wold representation of that process. Is it true that the Wold decomposition always coincides with the Moving Avergage MA($\infty$)-representation of that ARMA(p,q)-model, such that $\eta_t=0$ and $b_j$ being the MA weights ?