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LONG‐RANGE DEPENDENCE, NON‐LINEARITY AND TIME IRREVERSIBILITY
Author(s) -
Cox D. R.
Publication year - 1991
Publication title -
journal of time series analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.576
H-Index - 54
eISSN - 1467-9892
pISSN - 0143-9782
DOI - 10.1111/j.1467-9892.1991.tb00087.x
Subject(s) - mathematics , linearity , range (aeronautics) , mixing (physics) , statistical physics , class (philosophy) , computer science , physics , materials science , artificial intelligence , quantum mechanics , composite material
. A rather general class of stationary processes with long‐range dependence is introduced by mixing independent processes with short‐range dependence. The class is used to study the relation between non‐linearity and time irreversibility of the long‐range dependence process and the corresponding features of the component processes.