Testing time reversibility without moment restrictions
type: Item
instance of: scholarly article
title: Testing time reversibility without moment restrictions
zbMATH Open document ID: 0970.62053
DOI: 10.1016/S0304-4076(99)00036-6
author: Yi-Ting Chen
author: Chung-Ming Kuan
author: Ray Yeutien Chou
published in: Journal of Econometrics
publication date: 2001-10-03T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62E15
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1423260
zbMATH Keywords: distribution symmetry
zbMATH Keywords: Gaussianity
zbMATH Keywords: stationary time series
zbMATH Keywords: time reversibility
zbMATH Keywords: linearity
MaRDI profile type: Publication
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full work available at URL: s0304-4076(99)00036-6
OpenAlex ID: W2152229836
description: scientific article; zbMATH DE number 1423260