A STATE‐SPACE MODEL FOR UNIVARIATE ORDINAL‐VALUED TIME SERIES

DOI10.1111/J.1939-7445.2008.00012.XMaRDI QIDQ3520657zbMATH OpenOpenAlexFDO

Authors Mark Rizzardi

Publication date 26 August 2008

Published in Natural Resource Modeling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1939-7445.2008.00012.x

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

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Cites work

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• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• scientific article; zbMATH DE number 3945130 (Why is no real title available?)
• scientific article; zbMATH DE number 3759377 (Why is no real title available?)
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• Analyzing Repeated Measures on Generalized Linear Models via the Bootstrap
• Blockwise bootstrapped empirical process for stationary sequences
• Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
• Non-Gaussian State-Space Modeling of Nonstationary Time Series
• REGRESSION MODELS FOR NON‐STATIONARY CATEGORICAL TIME SERIES
• Regression models for nonstationary categorical time series: Asymptotic estimation theory
• Sequential models in categorical regression

Cited in

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• Observation-driven generalized state space models for categorical time series

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Uses Software

• Fahrmeir

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