Song, Peter X.-K.; Freeland, R. Keith; Biswas, Atanu; … - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 112-124
This paper concerns the analysis of discrete-valued time series using a class of categorical ARMA models recently proposed by Biswas and Song (2009). Such ARMA processes are flexible to model discrete-valued time series, allowing a wide range of marginal distributions such as binomial,...