On the Unique Representation of Non-Gaussian Linear Processes
Cheng, Qiansheng
Ann. Statist., Tome 20 (1992) no. 1, p. 1143-1145 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
In this paper, we prove the uniqueness of linear i.i.d. representations of non-Gaussian linear processes on a countable abelian group under a basic invertibility condition, without requiring the existence of higher than second moments.
Publié le : 1992-06-14
Classification:  Non-Gaussian linear processes,  uniqueness of linear representations,  62M10,  60G10 
@article{1176348677,
     author = {Cheng, Qiansheng},
     title = {On the Unique Representation of Non-Gaussian Linear Processes},
     journal = {Ann. Statist.},
     volume = {20},
     number = {1},
     year = {1992},
     pages = { 1143-1145},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176348677}
}

Cheng, Qiansheng. On the Unique Representation of Non-Gaussian Linear Processes. Ann. Statist., Tome 20 (1992) no. 1, pp.  1143-1145. http://gdmltest.u-ga.fr/item/1176348677/