Serial dependence of NDARMA processes (Q1615150): Difference between revisions

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Property / DOI: 10.1016/j.csda.2013.07.009 / rank
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Property / author: Christian H. Weiß / rank
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Property / author: Christian H. Weiß / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.csda.2013.07.009 / rank
 
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Property / OpenAlex ID: W2098799271 / rank
 
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Latest revision as of 22:42, 10 December 2024

scientific article
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Serial dependence of NDARMA processes
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    Serial dependence of NDARMA processes (English)
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    2 November 2018
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    categorical time series
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    NDARMA models
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    serial dependence
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    Gini index
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    entropy
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    Pearson's statistic
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    Cohen's \(\kappa\)
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    Cramer's \(v\)
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    Goodman and Kruskal's \(\tau\)
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