Time series analysis of categorical data using auto-odds ratio function

DOI10.1080/02331888.2017.1421196MaRDI QIDQ5147573zbMATH OpenOpenAlexFDO

Authors Raju Maiti, Atanu Biswas

Publication date 27 January 2021

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2017.1421196

zbMATH Keywords

auto-odds ratio functionautocorrelation functioncategorical time seriesPegram's operator

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• An autoregressive model for multilag Markov chains
• Auto-association measures for stationary time series of categorical data
• Coherent forecasting for stationary time series of discrete data
• Discrete-valued ARMA processes
• Empirical measures of signed serial dependence in categorical time series
• scientific article; zbMATH DE number 1817585 (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?)
• Lorelogram: A Regression Approach to Exploring Dependence in Longitudinal Categorical Responses
• Measuring serial dependence in categorical time series
• Regression theory for categorical time series
• Serial dependence of NDARMA processes
• STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
• The mixture transition distribution model for high-order Markov chains and non-Gaussian time series
• Time series analysis of categorical data using auto-mutual information

Cited in

(5)

• The space-time autoconnection for categorical data
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• Auto-association measures for stationary time series of categorical data
• Empirical measures of signed serial dependence in categorical time series
• Measuring serial dependence in categorical time series

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