Detecting Directionality in Time Series

DOI10.1080/00031305.2018.1545699OpenAlexW2903670330MaRDI QIDQ5869287

D. A. Green, Andrew Metcalfe, Mahayaudin M. Mansor

Publication date: 28 September 2022

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00031305.2018.1545699

zbMATH Keywords

Monte Carlononlinear time seriesdirectionaltime reversibleblocks bootstrapmoving stationary time seriestime irreversibile

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Fitting a reversible Markov chain by maximum likelihood: converting an awkwardly constrained optimization problem to an unconstrained one ⋮ Time series, hidden variables and spatio-temporal ordinality networks

Uses Software

• R
• LMOMENTS

Cites Work

• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• The jackknife and the bootstrap for general stationary observations
• Handbook of Monte Carlo Methods
• Time-reversibility of linear stochastic processes
• The Stationary Bootstrap
• Directionality volatility in electroencephalogram time series
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