On binary and categorical time series models with feedback
From MaRDI portal
Publication:406539
Abstract: We introduce the concept of local dyadic stationarity, to account for non-stationary time series, within the framework of Walsh-Fourier analysis. We define and study the time varying dyadic ARMA models (tvDARMA). It is proven that the general tvDARMA process can be approximated locally by either a tvDMA and a tvDAR process.
Recommendations
- On categorical time series models with covariates
- Categorical time series models for contingency tables
- REGRESSION MODELS FOR NON‐STATIONARY CATEGORICAL TIME SERIES
- Categorical time semes with a recursive scheme and with covariates
- Regression models for nonstationary categorical time series: Asymptotic estimation theory
Cites work
- scientific article; zbMATH DE number 1713116 (Why is no real title available?)
- scientific article; zbMATH DE number 1808197 (Why is no real title available?)
- scientific article; zbMATH DE number 3734998 (Why is no real title available?)
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 846906 (Why is no real title available?)
- A family of multivariate binary distributions for simulating correlated binary variables with specified marginal means and correlations
- A new weak dependence condition and applications to moment inequalities
- Absolute regularity and ergodicity of Poisson count processes
- Discrete-valued ARMA processes
- Dynamic time series binary choice
- Generalized autoregressive conditional heteroscedasticity
- Generalized choice models for categorical time series
- Hidden Markov Models for Time Series
- Log-linear Poisson autoregression
- Markov Regression Models for Time Series: A Quasi-Likelihood Approach
- Multivariate statistical modelling based on generalized linear models.
- Nonlinear Poisson autoregression
- On existence and uniqueness of maximum likelihood estimates in quantal and ordinal response models
- On the existence of maximum likelihood estimates in logistic regression models
- On weak dependence conditions for Poisson autoregressions
- Poisson autoregression
- Regression models for nonstationary categorical time series: Asymptotic estimation theory
- Regression theory for categorical time series
- Rejoinder on: Some recent theory for autoregressive count time series
- Time series analysis: Methods and applications
- Weak dependence. With examples and applications.
- Weakly dependent chains with infinite memory
Cited in
(22)- On categorical time series models with covariates
- A note on using the maximum partial likelihood estimator of transition model for binary time series
- Statistical analysis of multivariate discrete-valued time series
- Nonparametric estimation of dynamic discrete choice models for time series data
- Strong mixing properties of discrete-valued time series with exogenous covariates
- REGRESSION MODELS FOR NON‐STATIONARY CATEGORICAL TIME SERIES
- Categorical time series models for contingency tables
- Generalized autoregressive moving average models: an efficient estimation approach
- Multivariate time series models for mixed data
- Stationarity and ergodic properties for some observation-driven models in random environments
- Forecasting binary outcomes in soccer
- Modeling Time Series of Animal Behavior by Means of a Latent‐State Model with Feedback
- scientific article; zbMATH DE number 3907619 (Why is no real title available?)
- Pairwise likelihood inference for ordinal categorical time series
- scientific article; zbMATH DE number 679511 (Why is no real title available?)
- Modeling normalcy‐dominant ordinal time series: An application to air quality level
- Modeling and forecasting of at home activity in older adults using passive sensor technology
- A Class of Logistic Regression Models for Multivariate Binary Time Series
- scientific article; zbMATH DE number 775725 (Why is no real title available?)
- A Bernoulli autoregressive moving average model applied to rainfall occurrence
- Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies
- Local stationarity and time-inhomogeneous Markov chains
This page was built for publication: On binary and categorical time series models with feedback
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q406539)
