Weiß, Christian H. - In: Econometrics : open access journal 7 (2019) 2/17, pp. 1-23
extropy measure can be used for this purpose. Regarding signed serial dependence in categorical time series, we consider three …The analysis and modeling of categorical time series requires quantifying the extent of dispersion and serial … dependence. The dispersion of categorical data is commonly measured by Gini index or entropy, but also the recently proposed …