A copula spectral test for pairwise time reversibility

DOI10.1007/S10463-022-00859-XMaRDI QIDQ6133833FDO

Authors Shibin Zhang

Publication date 21 August 2023

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

copulaspectral densityperiodogramdiscrete Fourier transformtime reversibility

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(4)

• Bernstein copula characteristic function
• Statistical analysis of irregularly spaced spatial data in frequency domain
• A Gini-based time series analysis and test for reversibility
• A frequency-domain test for multivariate white noise

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