Pages that link to "Item:Q4725560"

The following pages link to REGRESSION MODELS FOR NON‐STATIONARY CATEGORICAL TIME SERIES (Q4725560):

Displaying 26 items.

• An autoregressive growth model for longitudinal item analysis (Q316734) (← links)
• Time-varying Markov models for binary temperature series in agrorisk management (Q484611) (← links)
• Dynamic association modeling in \(2\times 2\) contingency tables (Q537481) (← links)
• On Kalman filtering, posterior mode estimation and Fisher scoring in dynamic exponential family regression (Q750064) (← links)
• Asymptotic results with estimating equations for time-evolving clustered data (Q830743) (← links)
• Pairwise likelihood inference for ordinal categorical time series (Q1010578) (← links)
• Categorical time series models for contingency tables (Q1021773) (← links)
• Observation-driven generalized state space models for categorical time series (Q1041704) (← links)
• An analysis of Chinese Super League partial results (Q1042952) (← links)
• A note on asymptotic testing theory for nonhomogeneous observations (Q1103291) (← links)
• On existence and uniqueness of maximum likelihood estimates in quantal and ordinal response models (Q1119314) (← links)
• Prediction and classification of non-stationary categorical time series (Q1275416) (← links)
• Partial residuals in cumulative regression models for ordinal data (Q1342787) (← links)
• Regression theory for categorical time series (Q1764307) (← links)
• The mixture transition distribution model for high-order Markov chains and non-Gaussian time series (Q1872612) (← links)
• Transition models for count data: a flexible alternative to fixed distribution models (Q2066708) (← links)
• Discriminant analysis based on binary time series (Q2189750) (← links)
• Fisher information matrix of binary time series (Q2272448) (← links)
• On categorical time series models with covariates (Q2274307) (← links)
• Statistical analysis of discrete-valued time series using categorical ARMA models (Q2359464) (← links)
• Estimation of regression and dynamic dependence paremeters for non-stationary multinomial time series (Q2931594) (← links)
• Monotone Graphical Multivariate Markov Chains (Q3298497) (← links)
• Posterior mean and variance approximation for regression and time series problems (Q3396471) (← links)
• Variable length Markov chain with exogenous covariates (Q5063328) (← links)
• Robustness of Zero Crossing Estimator (Q5237532) (← links)
• A NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD (Q5408111) (← links)