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
References: Add references at CitEc
Citations: View citations in EconPapers (15)

Published in: Biometrika (1988) v.75,p.170-171

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
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: https://EconPapers.repec.org/RePEc:ulb:ulbeco:2013/2017

Ordering information: This working paper can be ordered from
http://hdl.handle.ne ... .ulb.ac.be:2013/2017

Access Statistics for this paper

More papers in ULB Institutional Repository from ULB -- Universite Libre de Bruxelles Contact information at EDIRC.
Bibliographic data for series maintained by Benoit Pauwels ().