Title of article
On Time Reversibility of Linear Time Series
Author/Authors
Sharifdoust، Maryam نويسنده Khomeinishahr Branch, Islamic Azad University , , Mahmoodi، Safieh نويسنده Isfahan University of Technology ,
Issue Information
فصلنامه با شماره پیاپی 15 سال 2012
Pages
15
From page
33
To page
47
Abstract
In this paper we suggest a procedure for testing reversibility
of time series. Our approach is based on a necessary and sufficient
condition for time reversibility of linear models. An attractive feature
of the procedure is that in converse with other approaches it doesn’t
require important assumptions, especially existence of moments of order
higher than two. Our simulation confirms the procedure and some
empirical examples are given.
Journal title
Journal of Mathematical Extension(IJME)
Serial Year
2012
Journal title
Journal of Mathematical Extension(IJME)
Record number
2251064
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