Showing 1 - 10 of 42
type="main" xml:id="jtsa12054-abs-0001" <p>We present an elaboration of the usual binomial AR(1) process on {0,1, … ,N}that allows the thinning probabilities to depend on the current state N only through the ‘density’ n ∕ N, a natural assumption in many real contexts. We derive some...</p>
Persistent link: https://www.econbiz.de/10011036597
Persistent link: https://www.econbiz.de/10003900159
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...
Persistent link: https://www.econbiz.de/10003856521
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...
Persistent link: https://www.econbiz.de/10012025820
This paper contains a survey of results related to quasi-stationary distributions, which arise in the setting of stochastic dynamical systems that eventually evanesce, and which may be useful in describing the long-term behaviour of such systems before evanescence. We are concerned mainly with...
Persistent link: https://www.econbiz.de/10010666101
Persistent link: https://www.econbiz.de/10010121385
Persistent link: https://www.econbiz.de/10009766821
Persistent link: https://www.econbiz.de/10012272530
Persistent link: https://www.econbiz.de/10012406754
Persistent link: https://www.econbiz.de/10003741220