Time‐change models for asymmetric processes

DOI10.1111/SJOS.12382zbMath1458.60040OpenAlexW2916812068WikidataQ128308600 ScholiaQ128308600MaRDI QIDQ3299024

Valérie Monbet, Pierre Ailliot, Bernard Delyon, Marc Prevosto

Publication date: 17 July 2020

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12382

zbMATH Keywords

Gaussian processesergodicitytime changetime irreversibilityasymmetric records

Mathematics Subject Classification ID

Gaussian processes (60G15)

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