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A Gini-based time series analysis and test for reversibility
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1007/978-1-4419-0320-4openalex-snapshot
Time Series: Theory and Methods
inferredcites →https://doi.org/10.1007/978-1-4614-4720-7openalex-snapshot
The Gini Methodology: A Primer on a Statistical Methodology
inferredcites →https://doi.org/10.1007/s00362-002-0133-8openalex-snapshot
Maximum likelihood estimators in regression models with infinite variance innovations
inferredcites →https://doi.org/10.1016/0165-1765(84)90126-5openalex-snapshot
A note on the calculation and interpretation of the Gini index
inferredcites →https://doi.org/10.1016/0304-4149(85)90214-5openalex-snapshot
More limit theory for the sample correlation function of moving averages
inferredcites →https://doi.org/10.1016/j.csda.2014.08.012openalex-snapshot
A Gini-based unit root test
inferredcites →https://doi.org/10.1016/j.econlet.2006.01.014openalex-snapshot
Convergence forward and backward?
inferredcites →https://doi.org/10.1016/j.jeconom.2012.08.009openalex-snapshot
Model identification for infinite variance autoregressive processes
inferredcites →https://doi.org/10.1016/j.jmva.2007.01.008openalex-snapshot
A contribution to multivariate L-moments: L-comoment matrices
inferredcites →https://doi.org/10.1016/s0165-1765(99)00033-6openalex-snapshot
On the proper bounds of the Gini correlation
inferredcites →https://doi.org/10.1016/s0304-4076(99)00036-6openalex-snapshot
Testing time reversibility without moment restrictions
inferredcites →https://doi.org/10.1017/cbo9780511754067openalex-snapshot
Nonlinear Time Series Models in Empirical Finance
inferredcites →https://doi.org/10.1023/a:1009946321478openalex-snapshot
Pitfalls of Fitting Autoregressive Models for Heavy-Tailed Time Series
inferredcites →https://doi.org/10.1080/03610928708829359openalex-snapshot
A Measure Of Association Based On Gin's Mean Difference
inferredcites →https://doi.org/10.1093/oxfordhb/9780199934898.013.0022openalex-snapshot
Time Series Analysis
inferredcites →https://doi.org/10.1111/j.1467-9892.2008.00587.xopenalex-snapshot
Assessing Time‐Reversibility Under Minimal Assumptions
inferredcites →https://doi.org/10.1111/jtsa.12130openalex-snapshot
A Gini Autocovariance Function for Time Series Modelling
inferredcites →https://doi.org/10.1198/00openalex-snapshot
Who Does Not Respond in the Household Expenditure Survey
inferredcites →https://doi.org/10.1214/08-aos632openalex-snapshot
Maximum likelihood estimation for α-stable autoregressive processes
inferredcites →https://doi.org/10.1214/aos/1176347265openalex-snapshot
The Jackknife and the Bootstrap for General Stationary Observations
inferredcites →https://doi.org/10.1214/aos/1176349937openalex-snapshot
Limit Theory for the Sample Covariance and Correlation Functions of Moving Averages
inferredcites →https://doi.org/10.2139/ssrn.1885703openalex-snapshot
A Gini-Based Methodology for Identifying and Analyzing Time Series with Non-Normal Innovations
inferredcites →https://doi.org/10.2139/ssrn.634643openalex-snapshot
Who Does Not Respond in the Household Expenditure Survey: An Exercise in Extended Gini Regressions
inferredcites →https://doi.org/10.2307/2077963openalex-snapshot
Time Irreversibility and Business Cycle Asymmetry
inferredcites →https://doi.org/10.2307/2290485openalex-snapshot
Time Series: Theory and Methods (2nd ed.).
inferredcites →https://doi.org/10.2307/2329748openalex-snapshot
The Fundamental Theorem of Parameter-Preference Security Valuation
inferredcites →https://doi.org/10.2307/2988198openalex-snapshot
Time Series Analysis: Forecasting and Control.
inferredcites →https://doi.org/10.2307/3008255openalex-snapshot
Time Series Analysis Forecasting and Control.
inferredcites →https://doi.org/10.2307/3212735openalex-snapshot
Time-reversibility of linear stochastic processes
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.1002/wics.1428openalex-snapshot
Gini autocovariance function used for time series with heavy‐tail distributions
inferred← citeshttps://doi.org/10.1007/s10463-021-00813-3openalex-snapshot
Empirical Tail Conditional Allocation and Its Consistency under Minimal Assumptions
inferred← citeshttps://doi.org/10.1007/s13171-020-00218-zopenalex-snapshot
Non-Parametric Inference for Gini Covariance and its Variants
inferred← citeshttps://doi.org/10.1016/j.chaos.2023.114122openalex-snapshot
Generalized distance component method based on spatial amplitude and trend difference weighting operator for complex time series
inferred← citeshttps://doi.org/10.1016/j.jmva.2026.105721openalex-snapshot
Time reversibility testing for stochastic processes
inferred← citeshttps://doi.org/10.1080/02664763.2024.2315450openalex-snapshot
Testing nonlinearity of heavy-tailed time series
inferred← citeshttps://doi.org/10.3847/1538-4365/ac9125openalex-snapshot
A Population of Dipper Stars from the Transiting Exoplanet Survey Satellite Mission
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