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On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series

Marc Hallin (), Claude Lefèvre and Madan Lal Puri

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Abstract: A recent result by Findley (1986) on the uniqueness of moving average representations for non-Gaussian time series is shown to establish a conjecture by Weiss (1975) on the time-reversibility of general linear processes. © 1988 Biometrika Trust.

Keywords: ARMA process; Gaussian process; General linear process; Reversible (search for similar items in EconPapers)
Date: 1988
Note: SCOPUS: ar.j
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Published in: Biometrika (1988) v.75,p.170-171

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