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On time-reversibility of multivariate linear processes

Tong, Howell and Zhang, Z (2005) On time-reversibility of multivariate linear processes. Statistica Sinica, 15 (2). pp. 495-504. ISSN 1017-0405

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Item Type: Article
Official URL: http://www3.stat.sinica.edu.tw/statistica/
Additional Information: © 2005 Academia Sinica
Divisions: Economics
Statistics
Subjects: H Social Sciences > H Social Sciences (General)
H Social Sciences > HA Statistics
Date Deposited: 02 Jul 2008 14:39
Last Modified: 11 Dec 2024 22:57
URI: http://eprints.lse.ac.uk/id/eprint/6254

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