Time series analysis of categorical data using auto-odds ratio function

DOI10.1080/02331888.2017.1421196zbMath1458.62204OpenAlexW2789958950MaRDI QIDQ5147573

Atanu Biswas, Raju Maiti

Publication date: 27 January 2021

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2017.1421196

zbMATH Keywords

autocorrelation functioncategorical time seriesPegram's operatorauto-odds ratio function

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cites Work

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• STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
• Lorelogram: A Regression Approach to Exploring Dependence in Longitudinal Categorical Responses
• An autoregressive model for multilag Markov chains

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