A note on time-reversibility of multivariate linear processes

Biometrika

Volumn 93, Issue 1, 2006, Pages 221-227

  Chan, Kung Sik ^a   Ho, Lop Hing ^b   Tong, Howell ^c  

^a UNIVERSITY OF IOWA   (United States)

^b WICHITA STATE UNIVERSITY   (United States)

^c LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Cumulant; Distributional equivalence; Non Gaussian distribution; Symmetry; T distribution; Time series

Indexed keywords

EID: 33644985267     PISSN: 00063444     EISSN: 14643510     Source Type: Journal    
DOI: 10.1093/biomet/93.1.221     Document Type: Article

References (12)

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