Measuring serial dependence in categorical time series
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Publication:732233
DOI10.1007/S10182-008-0055-4zbMATH Open1171.62055OpenAlexW2052048969MaRDI QIDQ732233FDOQ732233
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
Recommendations
- Auto-association measures for stationary time series of categorical data
- Empirical measures of signed serial dependence in categorical time series
- Time series analysis of categorical data using auto-odds ratio function
- Coping with nonstationarity in categorical time series
- Regression theory for categorical time series
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)
Cites Work
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- Measures of association for cross classifications
- The Measurement of Mobility
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- STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
- Coping with nonstationarity in categorical time series
- On Some Criteria for Estimating the Order of a Markov Chain
Cited In (15)
- Categorical time semes with a recursive scheme and with covariates
- Bayesian comparative study on binary time series
- Generalized choice models for categorical time series
- Generalized binary vector autoregressive processes
- Generalized discrete autoregressive moving-average models
- Serial dependence of NDARMA processes
- Serial dependence and regression of Poisson INARMA models
- Coherent forecasting for stationary time series of discrete data
- Visual analysis of categorical time series
- Distance-Based Analysis of Ordinal Data and Ordinal Time Series
- Auto-association measures for stationary time series of categorical data
- Time series analysis of categorical data using auto-odds ratio function
- Empirical measures of signed serial dependence in categorical time series
- Modeling normalcy‐dominant ordinal time series: An application to air quality level
- Moments and cumulants of a mixture
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