Pages that link to "Item:Q1971793"

The following pages link to Testing time reversibility without moment restrictions (Q1971793):

Displaying 19 items.

• Time reversibility of stationary regular finite-state Markov chains (Q278256) (← links)
• A versatile and robust metric entropy test of time-reversibility, and other hypotheses (Q280218) (← links)
• Maximum entropy autoregressive conditional heteroskedasticity model (Q302193) (← links)
• Characteristic function-based hypothesis tests under weak dependence (Q414551) (← links)
• Statistics for tail processes of Markov chains (Q497485) (← links)
• Testing for Poisson arrivals in INAR(1) processes (Q1694020) (← links)
• Time reversibility tests of volume-volatility dynamics for stock returns (Q1927371) (← links)
• Tests for time reversibility: a complementarity analysis (Q1927385) (← links)
• The integrated copula spectrum (Q2112830) (← links)
• Multivariate generalized information entropy of financial time series (Q2159676) (← links)
• A Gini-based time series analysis and test for reversibility (Q2423186) (← links)
• Introduction to \textit{Studies in Nonlinear Dynamics \& Econometrics}. Issue in honor of James B. Ramsey (Q2691670) (← links)
• TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS (Q2929840) (← links)
• Assessing Time-Reversibility Under Minimal Assumptions (Q3552857) (← links)
• International Business Cycle Asymmetry and Time Irreversible Nonlinearities (Q3592644) (← links)
• Time reversal invariance in finance (Q3645195) (← links)
• A Quantile‐based Test for Symmetry of Weakly Dependent Processes (Q5256821) (← links)
• A copula spectral test for pairwise time reversibility (Q6133833) (← links)
• Peaks, gaps, and time‐reversibility of economic time series (Q6135333) (← links)