On the invertibility of time series models
AbstractA generalized definition of invertibility is proposed and applied to linear, non-linear and bilinear models. It is shown that some recently studied non-linear models are not invertible, but conditions for invertibility can be achieved for the other models.
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Bibliographic InfoArticle provided by Elsevier in its journal Stochastic Processes and their Applications.
Volume (Year): 8 (1978)
Issue (Month): 1 (November)
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