Gaussian and Non-Gaussian Linear Time Series and Random Fields

Much of this book is concerned with autoregressive and moving av erage linear stationary sequences and random fields. Chapter 1 considers the question of reversibility for linear stationary sequences and gives necessary and sufficient conditions for the reversibility. Read More

Much of this book is concerned with autoregressive and moving av erage linear stationary sequences and random fields. Chapter 1 considers the question of reversibility for linear stationary sequences and gives necessary and sufficient conditions for the reversibility. Read Less