Generalized choice models for categorical time series

DOI10.1016/j.jspi.2011.03.009zbMath1213.62144OpenAlexW2078834862MaRDI QIDQ538142

Christian H. Weiß

Publication date: 23 May 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.03.009

zbMATH Keywords

DMA\((\infty )\) modelsNDARMA modelsserial dependence structure

Mathematics Subject Classification ID

Related Items (6)

Serial dependence of NDARMA processes ⋮ Generalized binary vector autoregressive processes ⋮ Modeling normalcy‐dominant ordinal time series: An application to air quality level ⋮ On binary and categorical time series models with feedback ⋮ Time-varying Markov models for binary temperature series in agrorisk management ⋮ On categorical time series models with covariates

Uses Software

• itsmr

Cites Work

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• Measuring serial dependence in categorical time series
• Serial dependence and regression of Poisson INARMA models
• Stochastic models for heterogeneous DNA sequences
• Rule discovery in telecommunication alarm data
• Variable length Markov chains
• Empirical measures of signed serial dependence in categorical time series
• STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
• Introduction to Time Series and Forecasting

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