Serial dependence of NDARMA processes
type: Item
instance of: scholarly article
title: Serial dependence of NDARMA processes
zbMATH Open document ID: 1471.62213
published in: Computational Statistics and Data Analysis
publication date: 2018-11-02T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6970906
zbMATH Keywords: categorical time series
zbMATH Keywords: NDARMA models
zbMATH Keywords: serial dependence
zbMATH Keywords: Gini index
zbMATH Keywords: entropy
zbMATH Keywords: Pearson's statistic
zbMATH Keywords: Cohen's \(\kappa\)
zbMATH Keywords: Cramer's \(v\)
zbMATH Keywords: Goodman and Kruskal's \(\tau\)
author: Christian H. Weiß
MaRDI profile type: Publication
full work available at URL: j.csda.2013.07.009
OpenAlex ID: W2098799271
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DOI: 10.1016/J.CSDA.2013.07.009
description: scientific article; zbMATH DE number 6970906