Measuring serial dependence in categorical time series

DOI10.1007/S10182-008-0055-4MaRDI QIDQ732233zbMATH OpenOpenAlexFDO

Authors Christian H. Weiß, Rainer Göb

Publication date 9 October 2009

Published in AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10182-008-0055-4

zbMATH Keywords

weak stationaritycategorical time seriesdiscrete ARMA processesserial association

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

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• Coping with nonstationarity in categorical time series
• Introduction to Time Series and Forecasting
• Measures of association for cross classifications
• On Some Criteria for Estimating the Order of a Markov Chain
• STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
• The Measurement of Mobility

Cited in

(18)

• Categorical time semes with a recursive scheme and with covariates
• Bayesian comparative study on binary time series
• Generalized choice models for categorical time series
• The table auto-regressive moving-average model for (categorical) stationary series: statistical properties (causality; from the all random to the conditional random)
• Serial dependence of NDARMA processes
• Generalized binary vector autoregressive processes
• Serial dependence and regression of Poisson INARMA models
• Generalized discrete autoregressive moving-average models
• Coherent forecasting for stationary time series of discrete data
• Visual analysis of categorical time series
• Auto-association measures for stationary time series of categorical data
• Distance-Based Analysis of Ordinal Data and Ordinal Time Series
• Time series analysis of categorical data using auto-odds ratio function
• Empirical measures of signed serial dependence in categorical time series
• Coupling and perturbation techniques for categorical time series
• Modeling normalcy‐dominant ordinal time series: An application to air quality level
• Moments and cumulants of a mixture
• Time series analysis of categorical data using auto-mutual information

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Uses Software

• itsmr

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