Serial dependence of NDARMA processes

DOI10.1016/J.CSDA.2013.07.009MaRDI QIDQ1615150zbMATH OpenOpenAlexFDO

Authors Christian H. Weiß

Publication date 2 November 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2013.07.009

zbMATH Keywords

entropyGini indexserial dependencecategorical time seriesNDARMA modelsPearson's statisticCohen's \(\kappa\)Cramer's \(v\)Goodman and Kruskal's \(\tau\)

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Generalized choice models for categorical time series
• Measuring serial dependence in categorical time series
• Testing for serial dependence in time series models of counts
• scientific article; zbMATH DE number 1139949
• Linear serial rank tests for randomness against ARMA alternatives

Cites work

• 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 3274494 (Why is no real title available?)
• A discrete autoregressive process as a model for short-range correlations in DNA sequences
• Application of information-theoretic tests for the analysis of DNA sequences based on Markov chain models
• Approximation Theorems of Mathematical Statistics
• Discovering patterns in categorical time series using IFS
• Discrete-valued ARMA processes
• Empirical measures of signed serial dependence in categorical time series
• Generalized choice models for categorical time series
• Measuring serial dependence in categorical time series
• Non-negative matrices and Markov chains.
• Note on Estimating Information
• On the autopersistence functions and the autopersistence graphs of binary autoregressive time series
• On the distribution of quadratic forms in normal random variables
• On the strong law of large numbers for a class of stochastic processes
• STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
• Statistical analysis of discrete-valued time series using categorical ARMA models
• The autodependogram: a graphical device to investigate serial dependences
• Visual analysis of categorical time series

Cited in

(9)

• The max-BARMA models for counts with bounded support
• Generalized choice models for categorical time series
• Coherent forecasting for stationary time series of discrete data
• Auto-association measures for stationary time series of categorical data
• Distance-Based Analysis of Ordinal Data and Ordinal Time Series
• Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence
• Time series analysis of categorical data using auto-odds ratio function
• Analyzing categorical time series in the presence of missing observations
• Goodness-of-fit testing of a count time series' marginal distribution

This page was built for publication: Serial dependence of NDARMA processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1615150)