A Time Series Analysis of Binary Data

DOI10.2307/2287312MaRDI QIDQ4745177zbMATH OpenOpenAlexFDO

Authors Daniel MacRae Keenan

Publication date 1982

Full work available at URL http://hdl.handle.net/2027.42/35782

zbMATH Keywords

doubly stochastic processGaussian first-order autoregressive processKalman filterminimum probability of errormodel-building proceduresorthant probabilitiespredictionstrictly stationary processtime series analysis of binary data

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Special processes (60K99) Inference from stochastic processes and prediction (62M20)

Cited in

(11)

• Prediction and classification of non-stationary categorical time series
• Regression theory for categorical time series
• Renewal model for dependent binary sequences
• Discriminant analysis based on binary time series
• Fisher information matrix of binary time series
• Modeling binary time series using Gaussian processes with application to predicting sleep states
• Estimation of parameters of a clipped MA(1) process
• Conditional inference in linear versus nonlinear models for binary time series
• The table auto-regressive moving-average model for (categorical) stationary series: statistical properties (causality; from the all random to the conditional random)
• Binary INGARCH models with different link functions
• The effect of round-off error on long memory processes

This page was built for publication: A Time Series Analysis of Binary Data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4745177)