On the invertibility of time series models
A 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.
Volume (Year): 8 (1978)
Issue (Month): 1 (November)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description|
|Order Information:|| Postal: http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|