Generalized choice models for categorical time series

DOI10.1016/J.JSPI.2011.03.009zbMATH Open1213.62144OpenAlexW2078834862MaRDI QIDQ538142FDOQ538142

Authors Christian H. Weiß 

Publication date 23 May 2011

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.2011.03.009

zbMATH Keywords

DMA\((\infty )\) modelsNDARMA modelsserial dependence structure

Mathematics Subject Classification ID

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

Recommendations

• Serial dependence of NDARMA processes
• Measuring serial dependence in categorical time series
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• Categorical time series models for contingency tables
• REGRESSION MODELS FOR NON‐STATIONARY CATEGORICAL TIME SERIES

Cites work

• scientific article; zbMATH DE number 1808197 (Why is no real title available?)
• scientific article; zbMATH DE number 3954111 (Why is no real title available?)
• scientific article; zbMATH DE number 3583162 (Why is no real title available?)
• scientific article; zbMATH DE number 3604240 (Why is no real title available?)
• scientific article; zbMATH DE number 846906 (Why is no real title available?)
• Empirical measures of signed serial dependence in categorical time series
• Introduction to Time Series and Forecasting
• Measuring serial dependence in categorical time series
• Rule discovery in telecommunication alarm data
• STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
• Serial dependence and regression of Poisson INARMA models
• Stochastic models for heterogeneous DNA sequences
• Variable length Markov chains

Cited in

(6)

• On categorical time series models with covariates
• On binary and categorical time series models with feedback
• Generalized binary vector autoregressive processes
• Serial dependence of NDARMA processes
• Modeling normalcy‐dominant ordinal time series: An application to air quality level
• Time-varying Markov models for binary temperature series in agrorisk management

Describes a project that uses

Uses Software

• itsmr

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