A Time Series Analysis of Binary Data

DOI10.2307/2287312zbMath0507.62079OpenAlexW4244560334MaRDI QIDQ4745177

Daniel MacRae Keenan

Publication date: 1982

Full work available at URL: http://hdl.handle.net/2027.42/35782

zbMATH Keywords

predictionKalman filterorthant probabilitiesstrictly stationary processdoubly stochastic processGaussian first-order autoregressive processminimum probability of errormodel-building procedurestime series analysis of binary data

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Special processes (60K99) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (10)

Discriminant analysis based on binary time series ⋮ The effect of round-off error on long memory processes ⋮ The table auto-regressive moving-average model for (categorical) stationary series: statistical properties (causality; from the all random to the conditional random) ⋮ Estimation of Parameters of a Clipped MA(1) Process ⋮ Regression theory for categorical time series ⋮ Fisher information matrix of binary time series ⋮ Conditional inference in linear versus nonlinear models for binary time series ⋮ Prediction and classification of non-stationary categorical time series ⋮ Modeling binary time series using Gaussian processes with application to predicting sleep states ⋮ Renewal model for dependent binary sequences

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