Spectral Analysis for Categorical Time Series: Scaling and the Spectral Envelope
类别时间序列的谱分析:赋值与谱包络
Many studies produce categorical time series in which harmonic analysis is of interest. Although there exist time domain approaches for the analysis of categorical time series such as Markov chains or link function based regression models, there is apparently little statistical theory or methodology for analyzing qualitative-valued time series in the frequency domain. The purpose of this paper is to initiate the development of a general framework for the frequency domain…