LONG-RANGE DEPENDENCE, NON-LINEARITY AND TIME IRREVERSIBILITY
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Publication:3985818
DOI10.1111/J.1467-9892.1991.TB00087.XzbMath0735.62088OpenAlexW2086989538MaRDI QIDQ3985818
Publication date: 27 June 1992
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1991.tb00087.x
nonlinearitylong-range dependencetime irreversibilityshort-range dependencegeneral class of stationary processesmixing independent processes
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)
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