Research Article

Coping with Nonstationarity in Categorical Time Series

Table 2

MSE times 1000 for the methods of moments estimate of π‘ž for models which are not detrended (top row) and detrended (bottom rowβ€”bold face type).

True value of q
0.1 0.3 0.5 0.7

𝑝 𝑑 = 0 . 1 33119899 35
9 14 18 25
𝑝 𝑑 = 0 . 3 26 17 9 4
5 6 5 5
𝑝 𝑑 = 0 . 5 5 4 4
6 5 4