Measuring serial dependence in categorical time series

AStA Advances in Statistical Analysis

Volumn 92, Issue 1, 2008, Pages 71-89

  Weiß, Christian H ^a   Göb, Rainer ^a  

^a UNIVERSITY OF WÜRZBURG   (Germany)

Author keywords

Categorical time series; Discrete ARMA processes; Serial association; Weak stationarity

Indexed keywords

EID: 46649091724     PISSN: 18638171     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10182-008-0055-4     Document Type: Review

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