The uniqueness of moving average representations with independent and identically distributed random variables for non-Gaussian stationary time series

DOI10.1093/BIOMET/73.2.520zbMath0595.62095OpenAlexW4248381363MaRDI QIDQ3727191

Publication date: 1986

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/73.2.520

zbMATH Keywords

Full-spectrum, non-Gaussian stationary time series uniqueness of moving average representations

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (5)

On Uniqueness of Moving Average Representations of Heavy‐tailed Stationary Processes ⋮ TIME-REVERSIBILITY, IDENTIFIABILITY AND INDEPENDENCE OF INNOVATIONS FOR STATIONARY TIME SERIES ⋮ Testing time reversibility without moment restrictions ⋮ Identifiability and estimation of possibly non-invertible SVARMA models: the normalised canonical WHF parametrisation ⋮ Optimization of the generalized covariance estimator in noncausal processes

This page was built for publication: The uniqueness of moving average representations with independent and identically distributed random variables for non-Gaussian stationary time series