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A note on time-reversibility of multivariate linear processes

By K.S Chan, L-H Ho and Howell Tong
Topics: H Social Sciences (General), HA Statistics
Publisher: Oxford University Press
Year: 2006
DOI identifier: 10.1093/biomet
OAI identifier: oai:eprints.lse.ac.uk:6248
Provided by: LSE Research Online
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