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A note on identification characterisation of the Gaussian distribution and time reversibility in linear stochastic processes

Published online by Cambridge University Press:  01 July 2016

Gideon Weiss  and
Mark Westcott
Gideon Weiss
Affiliation:
Tel-Aviv University
Mark Westcott
Affiliation:
C.S.I.R.O. Division of Mathematics and Statistics, Canberra
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Abstract

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Type
II. Contributed Papers
Information
Advances in Applied Probability , Volume 9 , Issue 2 , June 1977 , pp. 229
Copyright
Copyright © Applied Probability Trust 1977 

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References

Rao, C. R. (1966) Characterisation of the distribution of random variables in linear structural relations. Sankhyā A 28, 251–260.Google Scholar
Weiss, G. (1975) Time reversibility of linear stochastic processes. J. Appl. Prob. 12, 831–836.CrossRefGoogle Scholar
Westcott, M. (1970) Identifiability in linear processes. Z. Wahrscheinlichkeitsth. 16, 39–46.CrossRefGoogle Scholar