Invertible time-series representation
= Invertible time-series representation
{title2=$\epsilon_t=\sum_{r\geq0}b_rX_{t-r}$}
An <invertible time-series representation> reconstructs the driving <white noise> from present and past observations. The stable convention requires absolute summability of the inverse coefficients. A convergent bilateral inverse using future observations does not establish this one-sided property.