Coupling and perturbation techniques for categorical time series
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Publication:2203638
DOI10.3150/20-BEJ1225zbMath1462.62555arXiv1907.13533OpenAlexW3080532842MaRDI QIDQ2203638
Publication date: 7 October 2020
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.13533
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20) Stationary stochastic processes (60G10)
Related Items (4)
Strong mixing properties of discrete-valued time series with exogenous covariates ⋮ Stationarity and ergodic properties for some observation-driven models in random environments ⋮ Gaussian concentration bounds for stochastic chains of unbounded memory ⋮ Multivariate time series models for mixed data
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