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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- Hinich , Melvin J. & Rothman, Philip, 1998.
"Frequency-Domain Test Of Time Reversibility,"
Cambridge University Press, vol. 2(01), pages 72-88, March.
- 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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ULB Institutional Repository
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- Garel, B. & Hallin, M., 1992. "Local Asymptotic Normality of Multivariate ARMA Processes with a Linear Trend," Papers 9213, Universite Libre de Bruxelles - C.E.M.E..
- Chen, Yi-Ting & Chou, Ray Y. & Kuan, Chung-Ming, 2000. "Testing time reversibility without moment restrictions," Journal of Econometrics, Elsevier, vol. 95(1), pages 199-218, March.
- Zacharias Psaradakis & Martin Sola, 2003.
"On detrending and cyclical asymmetry,"
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