Discrete variate time series

Research output: Chapter in Book/Report/Conference proceedingChapter

124 Citations (Scopus)

Abstract

This chapter looks at discrete variate time series
Original languageEnglish
Title of host publicationStochastic processes
Subtitle of host publicationmodelling and simulation
EditorsD.N. Shanbhag, C.R. Rao
Pages573-606
Number of pages33
DOIs
Publication statusPublished - 2003

Publication series

NameHandbook of statistics
PublisherElsevier
Number21
ISSN (Electronic)0169-7161

Keywords

  • discrete
  • variate
  • time series
  • markov chains
  • darma models
  • regression models
  • state space
  • bayesian models

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  • Cite this

    McKenzie, E. (2003). Discrete variate time series. In D. N. Shanbhag, & C. R. Rao (Eds.), Stochastic processes: modelling and simulation (pp. 573-606). (Handbook of statistics; No. 21). https://doi.org/10.1016/S0169-7161(03)21018-X