Properties of a class of binary ARMA models

DOI10.1080/02331880802256876MaRDI QIDQ5400783zbMATH OpenOpenAlexFDO

Authors Christian H. Weiß

Publication date 12 March 2014

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331880802256876

zbMATH Keywords

autocorrelationYule-Walker equationsbinary time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62P99)

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Cites work

• scientific article; zbMATH DE number 3660674 (Why is no real title available?)
• Autoregression for discrete processes mod 2
• Extending the correlation structure of exponential autoregressive–moving-average processes
• STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
• The mixture transition distribution model for high-order Markov chains and non-Gaussian time series

Cited in

(3)

• Generalized binary vector autoregressive processes
• Statistical analysis of multivariate discrete-valued time series
• On the autopersistence functions and the autopersistence graphs of binary autoregressive time series

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