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Measuring serial dependence in categorical time series

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  • Christian Weiß
  • Rainer Göb

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  • Christian Weiß & Rainer Göb, 2008. "Measuring serial dependence in categorical time series," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 92(1), pages 71-89, February.
    • Handle: RePEc:spr:alstar:v:92:y:2008:i:1:p:71-89
    DOI: 10.1007/s10182-008-0055-4
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    References listed on IDEAS

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    1. Shorrocks, A F, 1978. "The Measurement of Mobility," Econometrica, Econometric Society, vol. 46(5), pages 1013-1024, September.
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    Cited by:

    1. Carsten Jentsch & Lena Reichmann, 2022. "Generalized binary vector autoregressive processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(2), pages 285-311, March.
    2. Carsten Jentsch & Lena Reichmann, 2019. "Generalized Binary Time Series Models," Econometrics, MDPI, vol. 7(4), pages 1-26, December.
    3. Mengya Liu & Fukang Zhu & Ke Zhu, 2022. "Modeling normalcy‐dominant ordinal time series: An application to air quality level," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(3), pages 460-478, May.
    4. Christian H. Weiß, 2019. "Measures of Dispersion and Serial Dependence in Categorical Time Series," Econometrics, MDPI, vol. 7(2), pages 1-23, April.
    5. Atanu Biswas & Maria Carmen Pardo & Apratim Guha, 2014. "Auto-association measures for stationary time series of categorical data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(3), pages 487-514, September.
    6. Raju Maiti & Atanu Biswas, 2015. "Coherent forecasting for stationary time series of discrete data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 99(3), pages 337-365, July.
    7. Tobias A. Möller & Christian H. Weiß, 2020. "Generalized discrete autoregressive moving‐average models," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 36(4), pages 641-659, July.

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