Dual and inverse ARMA processes and application to time reversibility

DOI10.1016/j.crma.2009.11.002zbMath1181.62130OpenAlexW2128780342MaRDI QIDQ847109

Ahmed El Ghini

Publication date: 12 February 2010

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2009.11.002

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15)

Cites Work

• Unnamed Item
• Time series: theory and methods.
• Least absolute deviation estimation for all-pass time series models
• ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION
• Asymptotic Relative Efficiency of Goodness-Of-Fit Tests Based on Inverse and Ordinary Autocorrelations
• INVERSE AUTOCOVARIANCES AND A MEASURE OF LINEAR DETERMINISM FOR A STATIONARY PROCESS
• TIME-REVERSIBILITY, IDENTIFIABILITY AND INDEPENDENCE OF INNOVATIONS FOR STATIONARY TIME SERIES
• The Inverse Autocorrelations of a Time Series and Their Applications
• Diagnostic Checking in ARMA Models With Uncorrelated Errors

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