On the invertibility of time series models

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Publication:1249919

DOI10.1016/0304-4149(78)90069-8zbMath0387.62076OpenAlexW2029655359MaRDI QIDQ1249919

Allan Andersen, Clive W. J. Granger

Publication date: 1978

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(78)90069-8




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