RT Journal Article
T1 Auto-association measures for stationary time seriesof categorical data.
A1 Biswas, Atanu
A1 Pardo Llorente, María del Carmen
AB For stationary time series of nominal categorical data or ordinal categorical data (with arbitrary ordered numberings of the categories), autocorrelation does not make much sense. Biswas and Guha (J Stat Plan Infer 139:3076–3087, 2009a) used mutual information as a measure of association and introduced the concept of auto-mutual information in this context. In this present paper, we introduce general auto-association measures for this purpose and study several special cases. Theoretical properties and simulation results are given along with two illustrative real data examples.
PB Springer
SN 1133-0686
YR 2014
FD 2014
LK https://hdl.handle.net/20.500.14352/35160
UL https://hdl.handle.net/20.500.14352/35160
LA eng
DS Docta Complutense
RD 7 may 2024