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- Publisher
- Springer International Publishing
- Copyright
- © The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2020
- ISBN
- 978-3-030-57512-0
- Pages
- 153 –167
- DOI
- 10.1007/978-3-030-57513-7_6
- Publisher site
- See Chapter on Publisher Site
Abstract
[This paper studies the invertibility property of continuous time moving average processes driven by a Lévy process. We provide of sufficient conditions for the recovery of the driving noise. Our assumptions are specified via the kernel involved and the characteristic triplet of the background driving Lévy process.]
Published: Oct 17, 2020
Keywords: Moving average processes; Infinitely divisible processes; Invertibility of stationary processes; Causality; Lévy semistationary processes