Measures of Dispersion and Serial Dependence in Categorical Time Series
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 signed se...
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| Format: | Article |
| Language: | English |
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MDPI AG
2019-04-01
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| Series: | Econometrics |
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| Online Access: | https://www.mdpi.com/2225-1146/7/2/17 |