A reversibility relationship

DOI10.1016/S0304-4149(96)00090-7zbMATH Open0879.60064MaRDI QIDQ1374628FDOQ1374628

Authors: R. P. Littlejohn 

Publication date: 10 December 1997

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Recommendations

• Discrete minification processes and reversibility
• A time-reversibility relationship between two Markov chains with exponential stationary distributions
• A time-reversibility relationship between two Markov chains with exponential stationary distributions
• A reversibility relationship for two Markovian time series models by stationary exponential tailed distribution

zbMATH Keywords

minification processdiscrete autoregressiongeometric tailed distributionmutually reversed time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

• First-order autoregressive gamma sequences and point processes
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• Minification processes and their transformations
• Discrete minification processes and reversibility
• A reversibility relationship for two Markovian time series models by stationary exponential tailed distribution
• An operation which inverts Bernoulli multiplication and associated stationary reversible Markov processes
• A time-reversibility relationship between two Markov chains with exponential stationary distributions
• Letter to the editor

Cited In (5)

• A time-reversibility relationship between two Markov chains with exponential stationary distributions
• Non-linear INAR(1) processes under an alternative geometric thinning operator
• Reversible effects as inverse arrows
• An operation which inverts Bernoulli multiplication and associated stationary reversible Markov processes
• A time-reversibility relationship between two Markov chains with exponential stationary distributions

This page was built for publication: A reversibility relationship

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1374628)