Time series analysis of categorical data using auto-mutual information

DOI10.1016/J.JSPI.2009.02.009zbMATH Open1168.62078OpenAlexW2082547049MaRDI QIDQ2390467FDOQ2390467

Atanu Biswas, Apratim Guha

Publication date: 22 July 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.02.009

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zbMATH Keywords

simulationsmixture distributionmaximum likelihood estimatesauto-correlation functionthinning operatorpartial auto-correlation function

Mathematics Subject Classification ID

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

Cites Work

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Cited In (10)

• Discovering patterns in categorical time series using IFS
• Coherent forecasting for stationary time series of discrete data
• Detecting conditional independence for modeling non-Gaussian time series
• Auto-association measures for stationary time series of categorical data
• Time series analysis of categorical data using auto-odds ratio function
• A mutual information-basedk-sample test for discrete distributions
• Modelling and coherent forecasting of zero-inflated count time series
• Assessing the dependence structure of the components of hybrid time series processes using mutual information
• Time series analysis of categorical data using auto-mutual information
• Title not available (Why is that?)

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