Miscellanea. On time-reversibility of linear processes

DOI10.1093/BIOMET/86.2.483zbMATH Open0933.60034OpenAlexW2113650967MaRDI QIDQ4267779FDOQ4267779

Authors: Qiansheng Cheng 

Publication date: 5 October 1999

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: http://www3.oup.co.uk/biomet/hdb/Volume_86/Issue_02/

zbMATH Keywords

time-reversibilitynon-Gaussian linear process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

Cited In (11)

• On operator fractional Lévy motion: integral representations and time-reversibility
• Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding
• Irreversible conversion processes with deadlines
• Asymptotic properties of weighted least squares estimation in weak PARMA models
• On Uniqueness of Moving Average Representations of Heavy‐tailed Stationary Processes
• Title not available (Why is that?)
• When the bispectrum is real-valued
• Peaks, gaps, and time‐reversibility of economic time series
• Assessing time-reversibility under minimal assumptions
• Title not available (Why is that?)
• Testing for change points in time series models and limiting theorems for NED sequences

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