On time-reversibility of linear processes

Authors
Cheng, QS
Citation
Qs. Cheng, On time-reversibility of linear processes, BIOMETRIKA, 86(2), 1999, pp. 483-486
Citations number
4
Categorie Soggetti
Biology,Multidisciplinary,Mathematics
Journal title
BIOMETRIKA
ISSN journal
00063444 → ACNP
Volume
86
Issue
2
Year of publication
1999
Pages
483 - 486
Database
ISI
SICI code
0006-3444(199906)86:2<483:OTOLP>2.0.ZU;2-A
Abstract
A necessary and sufficient condition for time-reversibility of stationary l inear processes is given which, contrary to previous results, does not requ ire existence of moments of order higher than two.