Economics at your fingertips  


Mohamed Bentarzi and Marc Hallin ()

Journal of Time Series Analysis, 1994, vol. 15, issue 3, 263-268

Abstract: Abstract. A sufficient condition for the invertibility of univariate periodic moving‐average models has been given by Cipra and Ghysels and Hall. We show that this condition is not a necessary one, and provide a necessary and sufficient condition for the general m‐variate, d‐periodical moving‐average MA(q) case.

Date: 1994
References: Add references at CitEc
Citations: Track citations by RSS feed

Downloads: (external link)

Related works:
Working Paper: On the invertibility of periodic moving-average models (1994)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0143-9782

Access Statistics for this article

Journal of Time Series Analysis is currently edited by M.B. Priestley

More articles in Journal of Time Series Analysis from Wiley Blackwell
Bibliographic data for series maintained by Wiley Content Delivery ().

Page updated 2019-10-22
Handle: RePEc:bla:jtsera:v:15:y:1994:i:3:p:263-268