Testing time reversibility without moment restrictions

DOI10.1016/S0304-4076(99)00036-6zbMath0970.62053OpenAlexW2152229836MaRDI QIDQ1971793

Yi-Ting Chen, Chung-Ming Kuan, Ray Yeutien Chou

Publication date: 3 October 2001

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(99)00036-6

zbMATH Keywords

Gaussianitystationary time serieslinearitytime reversibilitydistribution symmetry

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15) Non-Markovian processes: hypothesis testing (62M07)

Related Items (20)

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