Detecting Asymmetries in Observed Linear Time Series and Unobserved Disturbances

DOI10.2202/1558-3708.1017zbMath1078.91567OpenAlexW1997520757MaRDI QIDQ3368195

Jeong-Ryeol Kim, Stefan Mittnik, Svetlozar T. Rachev

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.583.4827

zbMATH Keywords

SymmetrySpectralMultivariate symmetryCharacteristic symmetry functionSymmetry test

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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