On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series
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Bibliographic InfoPaper provided by ULB -- Universite Libre de Bruxelles in its series ULB Institutional Repository with number 2013/2017.
Date of creation: 1988
Date of revision:
Publication status: Published in: Biometrika (1988) v.75,p.170-171
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- Marc Hallin & Bernard Garel, 1995.
"Local asymptotic normality of multivariate ARMA processes with a linear trend,"
ULB Institutional Repository
2013/2053, ULB -- Universite Libre de Bruxelles.
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- Karapanagiotidis, Paul, 2013. "Empirical evidence for nonlinearity and irreversibility of commodity futures prices," MPRA Paper 56801, University Library of Munich, Germany.
- Gouriéroux, Christian & Zakoian, Jean-Michel, 2014. "On uniqueness of moving average representations of heavy-tailed stationary processes," MPRA Paper 54907, University Library of Munich, Germany.
- Phillip Wild & John Foster, 2012. "On testing for non-linear and time irreversible probabilistic structure in high frequency ASX financial time series data," Discussion Papers Series 466, School of Economics, University of Queensland, Australia.
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