The uniqueness of moving average representations with independent and identically distributed random variables for non-Gaussian stationary time series
研究了全谱非高斯平稳序列最多只能有一种表示为独立同分布随机变量的移动平均,且该随机变量具有所有阶有限矩。
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.