On Uniqueness of Moving Average Representations of Heavy-tailed Stationary Processes (2015)

First Author: Gouriéroux C
Attributed to:  Probabilistic approach to assessing macroeconomic uncertainties funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1111/jtsa.12139

Publication URI: http://dx.doi.org/10.1111/jtsa.12139

Type: Journal Article/Review

Parent Publication: Journal of Time Series Analysis

Issue: 6