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

David F. Findley

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 seriesuniqueness of moving average representations

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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