Testing independence of two autocorrelated binary time series
DOI10.1016/J.SPL.2009.09.014zbMATH Open1177.62102OpenAlexW2001000930MaRDI QIDQ1044019FDOQ1044019
Authors: Cheng Chou, Chia-Shang James Chu 
Publication date: 10 December 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2009.09.014
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Cites Work
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- On conditional least squares estimation for stochastic processes
- The mixture transition distribution model for high-order Markov chains and non-Gaussian time series
- A new look at time series of counts
- Title not available (Why is that?)
- Some ARMA models for dependent sequences of poisson counts
- Some Aspects of the Time-Correlation Problem in Regard to Tests of Significance
Cited In (4)
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