Estimation of autocorrelation in a binary time series

DOI10.1007/BF01544195zbMath0663.62102MaRDI QIDQ1114278

E. Damsleth, A. H. El-Shaarawi

Publication date: 1988

Published in: Stochastic Hydrology and Hydraulics (Search for Journal in Brave)

zbMATH Keywords

approximationsvarianceautocorrelationcensored observationsstationary Gaussian time seriesacid rainbinary time seriesdependent normal variableshard clippinglag k transition probabilitysame sign

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Hydrology, hydrography, oceanography (86A05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Estimation of Parameters of a Clipped MA(1) Process

Cites Work

• Estimation of the Parameters in Stationary Autoregressive Processes after Hard Limiting
• A table of normal integrals
• Rank correlation and product-moment correlation
• A note on the evaluation of the multivariate normal integral
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Estimation of autocorrelation in a binary time series