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

DOI10.1111/J.1939-7445.2008.00012.XzbMATH Open1142.62427OpenAlexW1938380854MaRDI QIDQ3520657FDOQ3520657

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

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Mathematics Subject Classification ID

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

Cites Work

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• Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
• Blockwise bootstrapped empirical process for stationary sequences
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• Non-Gaussian State-Space Modeling of Nonstationary Time Series
• Regression models for nonstationary categorical time series: Asymptotic estimation theory
• REGRESSION MODELS FOR NON‐STATIONARY CATEGORICAL TIME SERIES
• Sequential models in categorical regression
• Title not available (Why is that?)
• Analyzing Repeated Measures on Generalized Linear Models via the Bootstrap

Cited In (1)

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

Uses Software

• Fahrmeir

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