We study a particular class of moving average processes which possess a
property called localisability. This means that, at any given point, they admit
a ``tangent process'', in a suitable sense. We give general conditions on the
kernel g defining the moving average which ensures that the process is
localisable and we characterize the nature of the associated tangent processes.
Examples include the reverse Ornstein-Uhlenbeck process and the multistable
reverse Ornstein-Uhlenbeck process. In the latter case, the tangent process is,
at each time t, a L\'evy stable motion with stability index possibly varying
with t. We also consider the problem of path synthesis, for which we give both
theoretical results and numerical simulations
