Auto-association measures for stationary time series of categorical data

DOI10.1007/s11749-014-0364-8zbMath1309.62147OpenAlexW2147037849MaRDI QIDQ2513938

Atanu Biswas, Apratim Guha, María del Carmen Pardo

Publication date: 29 January 2015

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-014-0364-8

zbMATH Keywords

ARMApower divergencecategorical data analysisHavrda-Charvat entropyauto-association

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Related Items

Detecting conditional independence for modeling non-Gaussian time series, A nonparametric two‐sample test using a general φ‐divergence‐based mutual information, Time series analysis of categorical data using auto-odds ratio function

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Measuring serial dependence in categorical time series
• Minimum \(\phi\)-divergence estimator in logistic regression models
• Discrete-valued ARMA processes
• Theory of statistical inference and information. Transl. from the Slovak by the author
• The spectral envelope and its applications.
• Serial dependence of NDARMA processes
• Time series analysis of categorical data using auto-mutual information
• Testing in logistic regression models based on \(\phi\)-divergences measures
• The autodependogram: a graphical device to investigate serial dependences
• Empirical measures of signed serial dependence in categorical time series
• STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
• Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes
• CENTRAL LIMIT THEOREMS FOR FINITE WALSH-FOURIER TRANSFORMS OF WEAKLY STATIONARY TIME SERIES
• WALSH-FOURIER ANALYSIS OF DISCRETE-VALUED TIME SERIES
• Regression and time series model selection in small samples
• An autoregressive model for multilag Markov chains
• A multinomial model for transition probability matrices
• Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
• Modelling and coherent forecasting of zero-inflated count time series
• Measures of Association for Cross Classifications