Abstract
Time-reversibility is defined for a process X(t) as the property that left brace X(t//1),. . . , X(t//n) right brace and left brace X( minus t//1),. . . , X( minus t//n) right brace 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.
| Original language | English |
|---|---|
| Pages (from-to) | 831-836 |
| Number of pages | 6 |
| Journal | Journal of Applied Probability |
| Volume | 12 |
| Issue number | 4 |
| DOIs | |
| State | Published - 1975 |
ASJC Scopus subject areas
- Statistics and Probability
- General Mathematics
- Statistics, Probability and Uncertainty