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Regime-Switching Discrete ARMA Models for Categorical Time Series
For the modeling of categorical time series, both nominal or ordinal time series, an extension of the basic discrete autoregressive moving-average (ARMA) models is proposed. It uses an observation-driven regime-switching mechanism, leading to the family of RS-DARMA models. After having discussed the...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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MDPI
2020
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516940/ https://www.ncbi.nlm.nih.gov/pubmed/33286232 http://dx.doi.org/10.3390/e22040458 |