Let {xt} (t = 0, ±1, ±2, ...) be a linear process, xt = [epsilon]t + b(l) [epsilon]t - 1 + · · ·, where {[epsilon]t} is a sequence of independent identically distributed random variables with the common distribution in the domain of attraction of a symmetric stable law of index...

The concept of the inverse correlation function of a stationary process was introduced by Cleveland (Technometrics 14 (1972), 277-293). The inverse partial correlation function of a stationary process may intuitively be thought of as the corresponding extension of the concept of the partial...