Time series analysis of categorical data using auto-mutual information-Reference-Cited by-同舟云学术

Time series analysis of categorical data using auto-mutual information

Published:2009-09 Issue:9 Volume:139 Page:3076-3087
ISSN:0378-3758
Container-title:Journal of Statistical Planning and Inference
language:en
Short-container-title:Journal of Statistical Planning and Inference

Author:

Biswas Atanu,Guha Apratim

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference27 articles.

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3. The mixture transition distribution model for high-order Markov chains and non-Gaussian time series;Berchtold;Statist. Sci.,2002

4. Biswas, A., Guha, A., 2007. Time series of categorical data using auto-mutual information. Indian Statistical Institute Technical Report Number ASD/2007/01.

5. Time Series Analysis: Forecasting and Control;Box,1976

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