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Measuring serial dependence in categorical time series

Christian Weiß () and Rainer Göb ()

AStA Advances in Statistical Analysis, 2008, vol. 92, issue 1, 89 pages

Keywords: Categorical time series; Serial association; Weak stationarity; Discrete ARMA processes (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s10182-008-0055-4

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