Probabilistic Properties of Parametric Dual and Inverse Time Series Models Generated by ARMA Models (Q2797844)

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scientific article; zbMATH DE number 6561899
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Probabilistic Properties of Parametric Dual and Inverse Time Series Models Generated by ARMA Models
scientific article; zbMATH DE number 6561899

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    Probabilistic Properties of Parametric Dual and Inverse Time Series Models Generated by ARMA Models (English)
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    1 April 2016
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    all-pass time series models
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    inverse and dual processes
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    inverse and ordinary autocorrelations
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    nonlinear time series
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    time reversibility
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    weak ARMA models
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