Assessing Time-Reversibility Under Minimal Assumptions

DOI10.1111/j.1467-9892.2008.00587.xzbMath1199.60116OpenAlexW2142677932MaRDI QIDQ3552857

Zacharias Psaradakis

Publication date: 22 April 2010

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2008.00587.x

zbMATH Keywords

bootstrapconfidence intervalsresamplingstrong mixingsubsamplingtime reversibility.

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70) Stationary stochastic processes (60G10) Nonparametric statistical resampling methods (62G09) Financial applications of other theories (91G80)

Related Items (9)

Sample Path Asymmetries in Non-Gaussian Random Processes ⋮ Bootstrap-assisted tests of symmetry for dependent data ⋮ A Gini-based time series analysis and test for reversibility ⋮ Testing for Poisson arrivals in INAR(1) processes ⋮ A copula spectral test for pairwise time reversibility ⋮ Peaks, gaps, and time‐reversibility of economic time series ⋮ On inference based on the one-sample sign statistic for long-range dependent data ⋮ Process-driven direction-dependent asymmetry: identification and quantification of directional dependence in spatial fields ⋮ A Quantile‐based Test for Symmetry of Weakly Dependent Processes

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