Observation-driven generalized state space models for categorical time series (Q1041704): Difference between revisions

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+https://doi.org/10.1016/j.spl.2009.08.023
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+REGRESSION MODELS FOR NON‐STATIONARY CATEGORICAL TIME SERIES
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+Prediction and classification of non-stationary categorical time series
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+Regression theory for categorical time series
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+Regression models for nonstationary categorical time series: Asymptotic estimation theory
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+Q3149660
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+Constructing First Order Stationary Autoregressive Models via Latent Processes
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+AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
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+Q4315008
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