On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series
From MaRDI portal
Publication:3787330
DOI10.1093/BIOMET/75.1.170zbMATH Open0644.62089OpenAlexW2076020937MaRDI QIDQ3787330FDOQ3787330
Authors: Marc Hallin, Claude Lefèvre, Madan L. Puri 
Publication date: 1988
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/75.1.170
Recommendations
- TIME-REVERSIBILITY, IDENTIFIABILITY AND INDEPENDENCE OF INNOVATIONS FOR STATIONARY TIME SERIES
- Forward and reversed time prediction of autoregressive sequences
- On the unique representation of non-Gaussian linear processes
- scientific article; zbMATH DE number 3892302
- scientific article; zbMATH DE number 2199142
non-Gaussian time seriesuniqueness of moving average representationstime-reversibility of general linear processes
Cited In (11)
- Title not available (Why is that?)
- A versatile and robust metric entropy test of time-reversibility, and other hypotheses
- On Uniqueness of Moving Average Representations of Heavy‐tailed Stationary Processes
- A conversation with Marc Hallin
- Testing time reversibility without moment restrictions
- Peaks, gaps, and time‐reversibility of economic time series
- The integrated copula spectrum
- TIME-REVERSIBILITY, IDENTIFIABILITY AND INDEPENDENCE OF INNOVATIONS FOR STATIONARY TIME SERIES
- Title not available (Why is that?)
- A note on time-reversibility of multivariate linear processes
- Assessing time-reversibility under minimal assumptions
This page was built for publication: On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3787330)
