Serial dependence of NDARMA processes

DOI10.1016/J.CSDA.2013.07.009zbMath1471.62213OpenAlexW2098799271MaRDI QIDQ1615150

Christian H. Weiß

Publication date: 2 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2013.07.009

zbMATH Keywords

entropyGini indexserial dependencecategorical time seriesNDARMA modelsPearson's statisticCohen's \(\kappa\)Cramer's \(v\)Goodman and Kruskal's \(\tau\)

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (6)

Coherent forecasting for stationary time series of discrete data ⋮ Goodness-of-fit testing of a count time series' marginal distribution ⋮ The max-BARMA models for counts with bounded support ⋮ Time series analysis of categorical data using auto-odds ratio function ⋮ Auto-association measures for stationary time series of categorical data ⋮ Distance-Based Analysis of Ordinal Data and Ordinal Time Series

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