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- W3146542795 abstract "SUMMARY A new invertibility concept was recently introduced by Granger and Andersen (1978), generalizing the classical one for time-independent models; we show that, in the case of time-dependent models, it cannot be considered any more as a generalization. We also give a modified definition, which provides a strict generalization and still preserves Granger and Andersen's results." @default.
- W3146542795 created "2021-04-13" @default.
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- W3146542795 date "1980-01-01" @default.
- W3146542795 modified "2023-09-28" @default.
- W3146542795 title "Invertibility and generalized invertibility of time-series models" @default.
- W3146542795 hasPublicationYear "1980" @default.
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