REVERSIBILITY AS A CRITERION FOR DISCRIMINATING TIME-SERIES

Authors
DIKS C VANHOUWELINGEN JC TAKENS F DEGOEDE J
Citation
C. Diks et al., REVERSIBILITY AS A CRITERION FOR DISCRIMINATING TIME-SERIES, Physics letters. A, 201(2-3), 1995, pp. 221-228
Citations number
17
Categorie Soggetti
Physics
Journal title
Physics letters. A → ACNP
ISSN journal
03759601
Volume
201
Issue
2-3
Year of publication
1995
Pages
221 - 228
Database
ISI
SICI code
0375-9601(1995)201:2-3<221:RAACFD>2.0.ZU;2-F
Abstract
We propose a test for the hypothesis that a time series is reversible, If reversibility can be rejected all static transformations of linear Gaussian random processes can be excluded as a model for the time ser ies.