Observation-driven generalized state space models for categorical time series
From MaRDI portal
Publication:1041704
DOI10.1016/j.spl.2009.08.023zbMath1176.62090MaRDI QIDQ1041704
Publication date: 4 December 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2009.08.023
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P10: Applications of statistics to biology and medical sciences; meta analysis
92C40: Biochemistry, molecular biology
Uses Software
Cites Work
- AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
- Prediction and classification of non-stationary categorical time series
- Regression theory for categorical time series
- Regression models for nonstationary categorical time series: Asymptotic estimation theory
- Constructing First Order Stationary Autoregressive Models via Latent Processes
- REGRESSION MODELS FOR NON‐STATIONARY CATEGORICAL TIME SERIES
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item