Properties of a class of binary ARMA models

DOI10.1080/02331880802256876zbMath1282.62207OpenAlexW2144107518MaRDI QIDQ5400783

Christian H. Weiß

Publication date: 12 March 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880802256876

zbMATH Keywords

autocorrelationYule-Walker equationsbinary time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62P99)

Related Items (2)

Generalized binary vector autoregressive processes ⋮ Statistical analysis of multivariate discrete-valued time series

Cites Work

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• The mixture transition distribution model for high-order Markov chains and non-Gaussian time series
• STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
• Extending the correlation structure of exponential autoregressive–moving-average processes
• Autoregression for discrete processes mod 2

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