Pages that link to "Item:Q4085015"
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The following pages link to Time-reversibility of linear stochastic processes (Q4085015):
Displaying 30 items.
- A versatile and robust metric entropy test of time-reversibility, and other hypotheses (Q280218) (← links)
- Compositional segmentation of time series in the financial markets (Q668127) (← links)
- Simulation of a stationary autoregression: A characterization of the normal distribution (Q1372412) (← links)
- The local bootstrap for Markov processes (Q1866238) (← links)
- Efficient tests for unit roots with prediction errors (Q1869150) (← links)
- Testing time reversibility without moment restrictions (Q1971793) (← links)
- Stationary GE-process and its application in analyzing gold price data (Q2091322) (← links)
- Comparative analysis of time irreversibility and amplitude irreversibility based on joint permutation (Q2108671) (← links)
- Time irreversibility analysis and abnormality detection based on Riemannian geometry for complex time series (Q2108739) (← links)
- Fitting a reversible Markov chain by maximum likelihood: converting an awkwardly constrained optimization problem to an unconstrained one (Q2143292) (← links)
- Multivariate generalized information entropy of financial time series (Q2159676) (← links)
- The detection of local irreversibility in time series based on segmentation (Q2205832) (← links)
- The novel multi-scale local irreversibility analysis method based on segmentation about time series (Q2308136) (← links)
- Correntropy as a novel measure for nonlinearity tests (Q2377677) (← links)
- A Gini-based time series analysis and test for reversibility (Q2423186) (← links)
- Time reversal, symbolic series and irreversibility of human heartbeat (Q2471149) (← links)
- Time irreversibility and amplitude irreversibility measures for nonequilibrium processes (Q2656046) (← links)
- Erratum to ``Feature selection in simple neurons: how coding depends on spiking dynamics'' (Q2885103) (← links)
- Sample Path Asymmetries in Non-Gaussian Random Processes (Q2932777) (← links)
- Assessing Time-Reversibility Under Minimal Assumptions (Q3552857) (← links)
- ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS (Q3777271) (← links)
- REVERSED RESIDUALS IN AUTOREGRESSIVE TIME SERIES ANALYSIS (Q4012949) (← links)
- TIME-REVERSIBILITY, IDENTIFIABILITY AND INDEPENDENCE OF INNOVATIONS FOR STATIONARY TIME SERIES (Q4021564) (← links)
- A note on identification, characterisation of the Gaussian distribution and time reversibility in linear stochastic processes (Q4107696) (← links)
- On operator fractional Lévy motion: integral representations and time-reversibility (Q5084793) (← links)
- Two Metropolis--Hastings Algorithms for Posterior Measures with Non-Gaussian Priors in Infinite Dimensions (Q5237191) (← links)
- Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models (Q5507358) (← links)
- Detecting Directionality in Time Series (Q5869287) (← links)
- Peaks, gaps, and time‐reversibility of economic time series (Q6135333) (← links)
- Noncausal affine processes with applications to derivative pricing (Q6146675) (← links)
