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Volumn 80, Issue 1, 2010, Pages 69-75

Testing independence of two autocorrelated binary time series

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EID: 70350716280     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2009.09.014     Document Type: Article
Times cited : (2)

References (11)
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    • First-order integer-valued autoregressive (INAR(1)) process
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    • Al-Osh, M.A.1    Alzaid, A.A.2
  • 2
    • 0000516950 scopus 로고
    • Some aspects of the time-correlation problem in regard to tests of significance
    • Bartlett M.S. Some aspects of the time-correlation problem in regard to tests of significance. Journal of the Royal Statistical Society 98 (1935) 536-543
    • (1935) Journal of the Royal Statistical Society , vol.98 , pp. 536-543
    • Bartlett, M.S.1
  • 3
    • 0041419360 scopus 로고    scopus 로고
    • The mixture transition distribution model for higher-order markov chains and non-gaussian time series
    • Berchtold A., and Raftery A.E. The mixture transition distribution model for higher-order markov chains and non-gaussian time series. Statistical Science 17 (2002) 328-356
    • (2002) Statistical Science , vol.17 , pp. 328-356
    • Berchtold, A.1    Raftery, A.E.2
  • 4
    • 70350729736 scopus 로고    scopus 로고
    • A new look at time series of counts
    • forthcoming
    • Cui, Y., Lund, R., 2009. A new look at time series of counts. Biometrika (forthcoming)
    • (2009) Biometrika
    • Cui, Y.1    Lund, R.2
  • 6
    • 0001309573 scopus 로고
    • On market timing and investment performance. ii. Statistical procedures for evaluating forecasting skills
    • Henriksson R.D., and Merton R.C. On market timing and investment performance. ii. Statistical procedures for evaluating forecasting skills. The Journal of Business 54 (1981) 513-533
    • (1981) The Journal of Business , vol.54 , pp. 513-533
    • Henriksson, R.D.1    Merton, R.C.2
  • 8
    • 0000471755 scopus 로고
    • On conditional least squares estimation for stochastic processes
    • Klimko L.A., and Nelson P.I. On conditional least squares estimation for stochastic processes. Annals of Statistics 6 (1978) 629-642
    • (1978) Annals of Statistics , vol.6 , pp. 629-642
    • Klimko, L.A.1    Nelson, P.I.2
  • 9
    • 84978550044 scopus 로고
    • Some simple models for discrete variate time series
    • McKenzie E. Some simple models for discrete variate time series. Water Resources Bulletin 21 (1985) 645-650
    • (1985) Water Resources Bulletin , vol.21 , pp. 645-650
    • McKenzie, E.1
  • 10
    • 0001179319 scopus 로고
    • Some ARMA models for dependent sequences of Poisson counts
    • McKenzie E. Some ARMA models for dependent sequences of Poisson counts. Advances in Applied Probability 20 (1988) 822-835
    • (1988) Advances in Applied Probability , vol.20 , pp. 822-835
    • McKenzie, E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.