Time-reversibility of linear stochastic processes
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Cited in
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- Testing time reversibility without moment restrictions
- Stationary GE-process and its application in analyzing gold price data
- Comparative analysis of time irreversibility and amplitude irreversibility based on joint permutation
- Time irreversibility analysis and abnormality detection based on Riemannian geometry for complex time series
- 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
- The detection of local irreversibility in time series based on segmentation
- The novel multi-scale local irreversibility analysis method based on segmentation about time series
- Correntropy as a novel measure for nonlinearity tests
- A Gini-based time series analysis and test for reversibility
- Time reversal, symbolic series and irreversibility of human heartbeat
- Time irreversibility and amplitude irreversibility measures for nonequilibrium processes
- A versatile and robust metric entropy test of time-reversibility, and other hypotheses
- Erratum to ``Feature selection in simple neurons: how coding depends on spiking dynamics
- Sample path asymmetries in non-Gaussian random processes
- Assessing time-reversibility under minimal assumptions
- ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS
- REVERSED RESIDUALS IN AUTOREGRESSIVE TIME SERIES ANALYSIS
- TIME-REVERSIBILITY, IDENTIFIABILITY AND INDEPENDENCE OF INNOVATIONS FOR STATIONARY TIME SERIES
- A note on identification, characterisation of the Gaussian distribution and time reversibility in linear stochastic processes
- On operator fractional Lévy motion: integral representations and time-reversibility
- Two Metropolis--Hastings Algorithms for Posterior Measures with Non-Gaussian Priors in Infinite Dimensions
- Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models
- Detecting Directionality in Time Series
- Peaks, gaps, and time‐reversibility of economic time series
- Noncausal affine processes with applications to derivative pricing
- Compositional segmentation of time series in the financial markets
- On fitting of a first-order auto regressive model with three-parameter gamma margins
- Non-parametric testing of time reversibility in functional data
- Power of unit root tests against nonlinear and noncausal alternatives with an application to the brent crude oil price
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