• Citer

On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series

par Hallin, Marc ;Lefèvre, Claude ;Puri, Madan Lal
Référence Biometrika, 75, page (170-171)
Publication Publié, 1988

Article révisé par les pairs

• Détails
• Contenu

Résumé :

A recent result by Findley (1986) on the uniqueness of moving average representations for non-Gaussian time series is shown to establish a conjecture by Weiss (1975) on the time-reversibility of general linear processes. © 1988 Biometrika Trust.