We study the time-reversibility of multivariate linear processes, introducing a necessary and sufficient condition related to linear transforms of the multivariate linear process. Conditions analogous ...

The notion of Bahadur efficiency is used to compare multivariate linear hypothesis tests based on six criteria: (1) Roy's largest root, (2) the likelihood ratio test, (3) the Lawley-Hotelling trace, ...

This paper considers the problem of jointly decomposing a set of time series variables into cyclical and trend components, subject to sets of stochastic linear restrictions among these cyclical and ...

Just when you thought you had the “linear motion” concept nailed down – hit the required points on the straightaway and you’re home – along comes the remaining five degrees of freedom to crash the ...