On time-irreversibility and other non-linear features in time series

DOI10.1080/03610910008813614zbMath0968.62538OpenAlexW1969334072MaRDI QIDQ4490159

Alberto Luceño

Publication date: 10 July 2000

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910008813614

zbMATH Keywords

transfer functioninput-output modeldata analysisimpulse-responsetime series modeling

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Multiscale cross-sample entropy based on visibility graph for quantifying time series irreversibility

Cites Work

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