Empirical measures of signed serial dependence in categorical time series

Journal of Statistical Computation and Simulation

Volumn 81, Issue 4, 2011, Pages 411-429

  Weiß, H Christian ^a  

^a DARMSTADT UNIVERSITY OF TECHNOLOGY   (Germany)

Author keywords

Categorical time series; Cohen's ; Gini index; Markov chain; NDARMA models; Signed serial dependence

Indexed keywords

EID: 79952595597     PISSN: 00949655     EISSN: 15635163     Source Type: Journal    
DOI: 10.1080/00949650903384119     Document Type: Article

References (9)

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