Testing independence of two autocorrelated binary time series
type: Item
instance of: scholarly article
title: Testing independence of two autocorrelated binary time series
zbMATH Open document ID: 1177.62102
author: Cheng Chou
author: Chia-Shang James Chu
published in: Statistics \& Probability Letters
publication date: 2009-12-10T00:00:00Z
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 5645000
MaRDI profile type: Publication
full work available at URL: j.spl.2009.09.014
OpenAlex ID: W2001000930
cites work: FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
cites work: Some Aspects of the Time-Correlation Problem in Regard to Tests of Significance
cites work: The mixture transition distribution model for high-order Markov chains and non-Gaussian time series
cites work: A new look at time series of counts
cites work: Q4151621
cites work: On conditional least squares estimation for stochastic processes
cites work: Some ARMA models for dependent sequences of poisson counts
DOI: 10.1016/J.SPL.2009.09.014
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description: scientific article; zbMATH DE number 5645000