Time-reversibility of linear stochastic processes

Probability distributions: general theory (60E05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Foundations of stochastic processes (60G05)

Cited In (30)

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Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models
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Comparative analysis of time irreversibility and amplitude irreversibility based on joint permutation
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REVERSED RESIDUALS IN AUTOREGRESSIVE TIME SERIES ANALYSIS
Time reversal, symbolic series and irreversibility of human heartbeat
Fitting a reversible Markov chain by maximum likelihood: converting an awkwardly constrained optimization problem to an unconstrained one
Multivariate generalized information entropy of financial time series
A note on identification, characterisation of the Gaussian distribution and time reversibility in linear stochastic processes
Two Metropolis--Hastings Algorithms for Posterior Measures with Non-Gaussian Priors in Infinite Dimensions
ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS
Testing time reversibility without moment restrictions
Peaks, gaps, and time‐reversibility of economic time series
Time irreversibility and amplitude irreversibility measures for nonequilibrium processes
The local bootstrap for Markov processes
TIME-REVERSIBILITY, IDENTIFIABILITY AND INDEPENDENCE OF INNOVATIONS FOR STATIONARY TIME SERIES
Assessing time-reversibility under minimal assumptions
The novel multi-scale local irreversibility analysis method based on segmentation about time series
Compositional segmentation of time series in the financial markets
Erratum to ``Feature selection in simple neurons: how coding depends on spiking dynamics
Simulation of a stationary autoregression: A characterization of the normal distribution
A Gini-based time series analysis and test for reversibility
Stationary GE-process and its application in analyzing gold price data

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