On time-reversibility of linear processes

被引：17

作者：

Cheng, QS ^{[1
]}

机构：

[1] Peking Univ, Sch Math Sci, Beijing 100871, Peoples R China

来源：

BIOMETRIKA | 1999年 / 86卷 / 02期

关键词：

non-Gaussian linear process; time-reversibility;

D O I：

10.1093/biomet/86.2.483

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

A necessary and sufficient condition for time-reversibility of stationary linear processes is given which, contrary to previous results, does not require existence of moments of order higher than two.

引用

页码：483 / 486

页数：4