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
Departments	Economics Statistics
Date Deposited	02 Jul 2008 14:39
URI	https://researchonline.lse.ac.uk/id/eprint/6254

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