Optimal transformations for categorical autoregressive time series

DOI10.1111/1467-9574.00039zbMATH Open0883.62108OpenAlexW1998210041WikidataQ59419678 ScholiaQ59419678MaRDI QIDQ4354871FDOQ4354871

Authors:

Publication date: 17 September 1997

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9574.00039

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zbMATH Keywords

smoothingquantificationmajorizationnonlinear transformationscanonical correlationautoregressive modelsqualitative dataintervention analysispredictable components

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Cited In (4)

• Distribution and interpolation using transformed data
• Title not available (Why is that?)
• Optimal transformations and the spectral envelope for real-valued time series
• Multivariate Time-Series Analysis With Categorical and Continuous Variables in an Lstr Model

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