A Time Series Analysis of Binary Data
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Summary
It is shown that all strictly stationary binary processes are characterized by such a procedure and several approximations to the n-dimensional joint probabilities of Dk are developed when Xk is a Gaussian first-order autoregressive process.
- Type
- article
- Published
- 1982-12-01
- Cited by
- 72
- References
- 20
- Access
- Open access
- OpenAlex
- https://openalex.org/W2048576679
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:122196738
Keywords
Mathematics, Autoregressive model, Binary number, Series (stratigraphy), Applied mathematics
References
- Time Series Modelling and Interpretation
- The analysis of binary data
- Binary Time Series
- Discrete Time Series Generated by Mixtures. I: Correlational and Runs Properties
- A representation for quadrivariate normal positive orthant probabilities
- Estimation of the Parameters in Stationary Autoregressive Processes after Hard Limiting
- An Equality Involving Orthant Probabilities
- An equality involving or thant prcealiiies
- A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
- Orthant Probabilities for the Quadrivariate Normal Distribution
- Two expansions for the quadrivariate normal integral
- An introduction to probability theory
- Probability Integrals of Multivariate Normal and Multivariate t^1
- The numerical evaluation of a class of integrals
- Stochastic Processes and Filtering Theory
- An Introduction to Probability Theory and Its Applications
- Time Series Analysis: Forecasting and Control
- Random point processes
- Some Applications of Zero‐One Processes
- Discrete Time Series Generated by Mixtures Ii: Asymptotic Properties
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- Yield-Curve Based Probit Models for Forecasting U.S. Recessions: Stability and Dynamics
- A simple dynamic model for limited dependent variables
- Lorelogram: A Regression Approach to Exploring Dependence in Longitudinal Categorical Responses
- Relationship between hospital antibiotic use and quinolone resistance in Escherichia coli.
- A method for approximating multivariate normal orthant probabilities
- Covariances of Zero Crossings in Gaussian Processes
- Some Models for Discretized Series of Events
- Measuring Predictive Accuracy of Value‐at‐Risk Models: Issues, Paradigms, and Directions
- Demand management: an audit of chemical pathology test rejections by an electronic gate-keeping system at an academic hospital in Cape Town
- Markov regression models for time series: a quasi-likelihood approach.
- Conditional inference in linear versus nonlinear models for binary time series
- Evaluation of Normal Probabilities of Symmetric Regions
- Rounding errors in autoregressive processes
- A Composite Likelihood Approach to Binary Spatial Data
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