scientific article; zbMATH DE number 3660674
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Publication:3859149
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20)
Cited in
(42)- Categorical time series models for contingency tables
- Observation-driven generalized state space models for categorical time series
- Estimating functionals of one-dimensional Gibbs states
- Estimation of autocorrelation in a binary time series
- Clipped Gaussian processes are never M-step Markov
- Convergence of the clipped sample autocorrelation and autocovariance
- Expected number of level-crossings for a strictly stationary ellipsoidal process.
- Bayesian prediction of clipped Gaussian random fields.
- Regression theory for categorical time series
- An algorithm to compute the probability of a run in binary fourth-order Markovian trials.
- Estimation of quantized linear errors-in-variables models
- Fisher information matrix of binary time series
- On categorical time series models with covariates
- Investor expectations, earnings management, and asset prices
- Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis
- Determining model accuracy of network traces
- Detection of patterns in noisy time series
- Estimation for binary models generated by Gaussian autoregressive processes
- Estimation of parameters of a clipped MA(1) process
- Bernoulli processes with non-positive correlations
- THE ZERO-CROSSING RATE OF AUTOREGRESSIVE PROCESSES AND ITS LINK TO UNIT ROOTS
- QUANTILE CORRELATIONS: UNCOVERING TEMPORAL DEPENDENCIES IN FINANCIAL TIME SERIES
- DETECTION OF PERIODICITIES BY HIGHER-ORDER CROSSINGS
- STATIONARITY OF THE SOLUTION OF Xt= AtXt-1+ εtAND ANALYSIS OF NON-GAUSSIAN DEPENDENT RANDOM VARIABLES
- Identification of some recurrent choice processes
- AN ITERATIVE FILTERING ALGORITHM FOR NON-FOURIER FREQUENCY ESTIMATION
- Statistical process control using level crossings
- Sequential pattern analysis: a statistical investigation of sequence length and support
- Generalized binary vector autoregressive processes
- Clipped AR(p) with unknown threshold
- Robustness of Zero Crossing Estimator
- A radial basis function algorithm with automatic model order determination
- Dynamic association modeling in \(2\times 2\) contingency tables
- Properties of a class of binary ARMA models
- scientific article; zbMATH DE number 958342 (Why is no real title available?)
- p-values for the discrete scan statistic through slack variables
- Models for Geostatistical Binary Data: Properties and Connections
- Discrete and continuous expectation formulae for level-crossings, upcrossings and excursions of ellipsoidal processes
- Applications of an algorithm for the distribution of the number of successes in fourth-order Markovian sequences.
- Expectation-maximizing network reconstruction and most applicable network types based on binary time series data
- From zero crossings to quantile-frequency analysis of time series with an application to nondestructive evaluation
- A recursive algorithm for computing the distribution of the number of successes in higher-order Markovian trials
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