Properties of a class of binary ARMA models
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Publication:5400783
DOI10.1080/02331880802256876zbMath1282.62207MaRDI QIDQ5400783
Publication date: 12 March 2014
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331880802256876
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P99: Applications of statistics
Related Items
Generalized binary vector autoregressive processes, Statistical analysis of multivariate discrete-valued time series
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