Optimal transformations for categorical autoregressive time series

DOI10.1111/1467-9574.00039MaRDI QIDQ4354871zbMATH OpenOpenAlexWikidataFDO

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

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)

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• Multivariate Time-Series Analysis With Categorical and Continuous Variables in an Lstr Model
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