Proietti, Tommaso Peaks, gaps, and time-reversibility of economic time series. (English) Zbl 07731461 J. Time Ser. Anal. 44, No. 1, 43-68 (2023). MSC: 62Mxx 37M10 PDFBibTeX XMLCite \textit{T. Proietti}, J. Time Ser. Anal. 44, No. 1, 43--68 (2023; Zbl 07731461) Full Text: DOI
Gouriéroux, Christian; Zakoïan, Jean-Michel On uniqueness of moving average representations of heavy-tailed stationary processes. (English) Zbl 1330.62330 J. Time Ser. Anal. 36, No. 6, 876-887 (2015). MSC: 62M07 PDFBibTeX XMLCite \textit{C. Gouriéroux} and \textit{J.-M. Zakoïan}, J. Time Ser. Anal. 36, No. 6, 876--887 (2015; Zbl 1330.62330) Full Text: DOI Link
Psaradakis, Zacharias Assessing time-reversibility under minimal assumptions. (English) Zbl 1199.60116 J. Time Ser. Anal. 29, No. 5, 881-905 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G10 62M10 62G09 91G80 91G70 PDFBibTeX XMLCite \textit{Z. Psaradakis}, J. Time Ser. Anal. 29, No. 5, 881--905 (2008; Zbl 1199.60116) Full Text: DOI
Breidt, F. J.; Davis, R. A. Time-reversibility, identifiability and independence of innovations for stationary time series. (English) Zbl 0753.62058 J. Time Ser. Anal. 13, No. 5, 377-390 (1992). MSC: 62M10 62E10 PDFBibTeX XMLCite \textit{F. J. Breidt} and \textit{R. A. Davis}, J. Time Ser. Anal. 13, No. 5, 377--390 (1992; Zbl 0753.62058) Full Text: DOI