Optimal transformations for categorical autoregressive time series

DOI10.1111/1467-9574.00039zbMath0883.62108OpenAlexW1998210041WikidataQ59419678 ScholiaQ59419678MaRDI QIDQ4354871

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Publication date: 17 September 1997

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9574.00039

zbMATH Keywords

quantificationsmoothingnonlinear transformationsautoregressive modelsmajorizationcanonical correlationqualitative dataintervention analysispredictable components

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Multivariate Time-Series Analysis With Categorical and Continuous Variables in an Lstr Model

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