TIME-REVERSIBILITY, IDENTIFIABILITY AND INDEPENDENCE OF INNOVATIONS FOR STATIONARY TIME SERIES (Q4021564): Difference between revisions

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Latest revision as of 12:03, 17 May 2024

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TIME-REVERSIBILITY, IDENTIFIABILITY AND INDEPENDENCE OF INNOVATIONS FOR STATIONARY TIME SERIES
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    TIME-REVERSIBILITY, IDENTIFIABILITY AND INDEPENDENCE OF INNOVATIONS FOR STATIONARY TIME SERIES (English)
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    16 January 1993
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    ARMA processes
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    characterizations of Gau Gaussian distribution
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    fractional differencing
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    noncausal
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    causal autoregressive moving-average models
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    Gaussian processes
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    general linear processes
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    non-Gaussian fractionally integrated ARMA process
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    time-reversibility
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    innovations sequence
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    one-step prediction residuals
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    i.i.d. non-Gaussian noise
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    deconvolution problems
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    independent noise
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