On Time Reversibility of Linear Time Series
In this paper we suggest a procedure for testing reversibility of time series. Our approach is based on a necessary and sufficient condition for time reversibility of linear models. An attractive feature of the procedure is that in converse with other approaches it doesn’t require important assu...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Islamic Azad University
2012-12-01
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| Series: | Journal of Mathematical Extension |
| Online Access: | http://ijmex.com/index.php/ijmex/article/view/145/101 |