Andrews, Beth; Davis, Richard A.; Jay Breidt, F. - In: Journal of Multivariate Analysis 97 (2006) 7, pp. 1638-1659
An autoregressive-moving average model in which all roots of the autoregressive polynomial are reciprocals of roots of the moving average polynomial and vice versa is called an all-pass time series model. All-pass models generate uncorrelated (white noise) time series, but these series are not...