Pairwise likelihood inference for ordinal categorical time series

DOI10.1016/j.csda.2006.09.009zbMath1157.62499MaRDI QIDQ1010578

Paolo Vidoni, Cristiano Varin

Publication date: 6 April 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.09.009

zbMATH Keywords

model selection; time series; pairwise likelihood; quantized data; ordinal categorical data; alofi data; Oxford-Cambridge boat race data

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G05: Nonparametric estimation

Related Items

On composite marginal likelihoods, On weighting of bivariate margins in pairwise likelihood, Regression models for binary time series with gaps, Time series analysis of categorical data using auto-mutual information, Pairwise Likelihood Inference for General State Space Models

Uses Software

• R
• Fahrmeir

Cites Work

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