Empirical measures of signed serial dependence in categorical time series

DOI10.1080/00949650903384119zbMath1221.62129OpenAlexW2155755363MaRDI QIDQ3019797

Christian H. Weiß

Publication date: 29 July 2011

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650903384119

zbMATH Keywords

Markov chainGini indexNDARMA modelsCohen's \(\kappa \)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Exact distribution theory in statistics (62E15)

Related Items

Serial dependence of NDARMA processes ⋮ Coherent forecasting for stationary time series of discrete data ⋮ Generalized binary vector autoregressive processes ⋮ A sliding window-based multi-stage clustering and probabilistic forecasting approach for large multivariate time series data ⋮ Time series analysis of categorical data using auto-odds ratio function ⋮ Generalized choice models for categorical time series ⋮ Auto-association measures for stationary time series of categorical data ⋮ Bayesian comparative study on binary time series ⋮ Distance-Based Analysis of Ordinal Data and Ordinal Time Series

Cites Work

• Coping with nonstationarity in categorical time series
• Visual analysis of categorical time series
• Measuring serial dependence in categorical time series
• STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
• The Measurement of Mobility
• Unnamed Item

This page was built for publication: Empirical measures of signed serial dependence in categorical time series