A linear process is represented as a driving white noise convolved with a system response sequence. The concept of natural peakedness of a system response sequence is defined and its properties are investigated. Utilizing natural peakedness, the convergence theory of maximum standardized cumulant deconvolution is established and the uniqueness theorem of non-Gaussian linear process representations is proved. In addition, autoregressive models on a countable abelian group are defined and the relation between cumulant deconvolution and autoregressive models is given.
"Maximum Standardized Cumulant Deconvolution of Non-Gaussian Linear Processes." Ann. Statist. 18 (4) 1774 - 1783, December, 1990. https://doi.org/10.1214/aos/1176347877