A copula spectral test for pairwise time reversibility (Q6133833): Difference between revisions

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+TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+Testing Serial Independence against Time Irreversibility
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+Testing time reversibility without moment restrictions
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+Generalized Spectral Tests for Serial Dependence
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+Testing equality of spectral densities using randomization techniques
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+Quantile spectral processes: asymptotic analysis and inference
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+Quantile Autoregression
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+Mixing properties of ARMA processes
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+On some test criteria for covariance matrix
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+The local bootstrap for Markov processes
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+Assessing Time-Reversibility Under Minimal Assumptions
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+Bayesian copula spectral analysis for stationary time series
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