Non-Parametric Testing of Time Reversibility in Functional Data

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F25%3A10501386" target="_blank" >RIV/00216208:11320/25:10501386 - isvavai.cz</a>
Result on the web
<a href="https://doi.org/10.1007/978-3-031-92383-8_55" target="_blank" >https://doi.org/10.1007/978-3-031-92383-8_55</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/978-3-031-92383-8_55" target="_blank" >10.1007/978-3-031-92383-8_55</a>

Result language
angličtina
Original language name
Non-Parametric Testing of Time Reversibility in Functional Data
Original language description
Three diﬀerent notions of time reversibility of stochastic processes are introduced. Based on a random sample, we construct a statistical test for each version of time reversibility without any distributional or moment assumptions. The characteristic functional is utilized in the Cramér-von Mises test statistic with a pre-chosen weighting measure. Several simulations illustrate the performance of the proposed test.
Czech name
—
Czech description
—

Project
<a href="/en/project/GA23-05737S" target="_blank" >GA23-05737S: Functional Fourier Data Analysis</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2025
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
New Trends in Functional Statistics and Related Fields
ISBN
978-3-031-92382-1
ISSN
1431-1968
e-ISSN
2628-8966
Number of pages
7
Pages from-to
459-465
Publisher name
Springer Nature
Place of publication
Cham
Event location
Novara, Itáloe (Piemont)
Event date
Jun 25, 2025
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
001545850800055

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