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
19851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320247156148103536338112310855410771110914611152318211810125
Scholar articles