On the unique representation of non-Gaussian linear processes

DOI10.1214/AOS/1176348677MaRDI QIDQ1193373zbMATH OpenOpenAlexFDO

Authors Qiansheng Cheng

Publication date 27 September 1992

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176348677

zbMATH Keywords

non-Gaussian linear processesuniqueness of linear representations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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(8)

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