TIME-REVERSIBILITY, IDENTIFIABILITY AND INDEPENDENCE OF INNOVATIONS FOR STATIONARY TIME SERIES
Author:
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.1992.tb00114.x/fullpdf
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1. Time Series: Theory and Methods
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4. The uniqueness of moving average representations with independent and identically distributed random variables for non-Gaussian stationary time series
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