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Biometrika 1986 73(2):520-521; doi:10.1093/biomet/73.2.520
© 1986 by Biometrika Trust
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Miscellanea

The uniqueness of moving average representations with independent and identically distributed random variables for non-Gaussian stationary time series

DAVID F. FINDLEY

U.S. Census Bureau, Washington, D.C. 20233, U.S.A.

Full-spectrum, non-Gaussian stationary series can have at most one representation as a moving average of independent and identically distributed random variables having finite moments of all orders.

Key Words: Moving average representation • Stationary time series


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