A note on time-reversibility of multivariate linear processes

Chan, K.S; Ho, L-H; and Tong, Howell (2006) A note on time-reversibility of multivariate linear processes. Biometrika, 93 (1). pp. 221-227. ISSN 0006-3444
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Item Type Article
Departments Economics
Statistics
DOI 10.1093/biomet/93.1.221
Date Deposited 02 Jul 2008 08:57
URI https://researchonline.lse.ac.uk/id/eprint/6248

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