Authors
Gideon Weiss
Publication date
1975/12
Journal
Journal of Applied Probability
Volume
12
Issue
4
Pages
831-836
Publisher
Cambridge University Press
Description
Time-reversibility is defined for a process X(t) as the property that {X(t1), …, X(tn)} and {X(– t1), …, X(– tn)} have the same joint probability distribution. It is shown that, for discrete mixed autoregressive moving-average processes, this is a unique property of Gaussian processes.
Total citations
Scholar articles
G Weiss - Journal of Applied Probability, 1975