Abstract
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.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Reference4 articles.
1. Contribution to discussion of papers by Dr. Gani and Mr. Kendall;Bartlett;J. R. Statist. Soc. B.,1957
2. Characterisation of the distribution of random variables in linear structural relations;Rao;Sankhya,1966
Cited by
218 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献