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

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.

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Year of publication:	1988
Authors:	Hallin, Marc ; Lefèvre, Claude ; Puri, Madan Lal
Institutions:	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
Subject:	ARMA process \| Gaussian process \| General linear process \| Reversible

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Series:	ULB Institutional Repository.
Type of publication:	Book / Working Paper
Notes:	SCOPUS: ar.j Published in: Biometrika (1988) v.75,p.170-171
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008574458