Miscellanea. On time-reversibility of linear processes

DOI10.1093/biomet/86.2.483zbMath0933.60034OpenAlexW2113650967MaRDI QIDQ4267779

Qian-Sheng Cheng

Publication date: 5 October 1999

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: http://www3.oup.co.uk/biomet/hdb/Volume_86/Issue_02/

zbMATH Keywords

time-reversibilitynon-Gaussian linear process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

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On Uniqueness of Moving Average Representations of Heavy‐tailed Stationary Processes ⋮ Testing for change points in time series models and limiting theorems for NED sequences ⋮ On operator fractional Lévy motion: integral representations and time-reversibility ⋮ Peaks, gaps, and time‐reversibility of economic time series ⋮ When the bispectrum is real-valued ⋮ Assessing Time-Reversibility Under Minimal Assumptions ⋮ Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding ⋮ Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models

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