ON THE UNIQUE REPRESENTATION OF NON-GAUSSIAN LINEAR-PROCESSES
成果类型：
Article
署名作者：
CHENG, QS
署名单位：
Peking University
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
DOI：
10.1214/aos/1176348677
发表日期：
1992
页码：
1143-1145
关键词：
摘要：
In this paper, we prove the uniqueness of linear i.i.d. representations of non-Gaussian linear processes on a countable abelian group under a basic invertibility condition, without requiring the existence of higher than second moments.