A reversibility relationship

DOI10.1016/S0304-4149(96)00090-7MaRDI QIDQ1374628zbMATHFDO

Authors R. P. Littlejohn

Publication date 10 December 1997

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

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)

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Cites work

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

Cited in

(5)

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

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