Kategoriale (nominale) Zeitreihen treten in den verschiedensten Bereichen der Praxis auf, wie der Informatik, der Biologie, der Sprachwissenschaft, u.Ä. Trotz ihrer praktischen Relevanz gibt es keine Monographien, welche die verschiedenen Aspekte bei der Analyse kategorialer Zeitreihen...

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 extropy measure can be used for this purpose. Regarding...

Here we obtain difference equations for the higher order moments and cumulants of a time series {Xt} satisfying an INAR(p) model. These equations are similar to the difference equations for the higher order moments and cumulants of the bilinear time series model. We obtain the spectral and...