A note on time-reversibility of multivariate linear processes
Chan, K., Ho, L. & Tong, H.
(2006).
A note on time-reversibility of multivariate linear processes.
Biometrika,
93(1), 221-227.
https://doi.org/10.1093/biomet/93.1.221
| Item Type | Article |
|---|---|
| Copyright holders | © 2006 Biometrika Trust |
| Departments |
LSE > Academic Departments > Economics LSE > Academic Departments > Statistics |
| DOI | 10.1093/biomet/93.1.221 |
| Date Deposited | 02 Jul 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6248 |
Explore Further
- https://www.scopus.com/pages/publications/33644985267 (Scopus publication)
- http://biomet.oxfordjournals.org/ (Official URL)