A note on time-reversibility of multivariate linear processes (Q5503389)
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scientific article; zbMATH DE number 5492483
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on time-reversibility of multivariate linear processes |
scientific article; zbMATH DE number 5492483 |
Statements
A note on time-reversibility of multivariate linear processes (English)
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15 January 2009
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cumulant
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distributional equivalent
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non-Gaussian distribution
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\(T\)-distribution
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time series
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symmetry
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