On the unique representation of non-Gaussian linear processes
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Publication:1193373
DOI10.1214/aos/1176348677zbMath0751.60036OpenAlexW2061379943MaRDI QIDQ1193373
Publication date: 27 September 1992
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348677
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)
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