Forecasting of Categorical Time Series Using a Regression Model

DOI10.1515/EQC.2003.223zbMATH Open1132.62353OpenAlexW2042315013MaRDI QIDQ5454845FDOQ5454845

Helmut Pruscha, Axel Göttlein

Publication date: 3 April 2008

Published in: Economic Quality Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/eqc.2003.223

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• scientific article; zbMATH DE number 1808197

zbMATH Keywords

generalized linear modelscategorical time seriesforest inventorymultivariate logistic regressioncumulative regression modelsforecast methods

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to environmental and related topics (62P12)

Cites Work

• Prediction and classification of non-stationary categorical time series
• Markov Regression Models for Time Series: A Quasi-Likelihood Approach
• Time Series Models Based on Generalized Linear Models: Some Further Results
• Regression models for nonstationary categorical time series: Asymptotic estimation theory
• Title not available (Why is that?)

Cited In (1)

• Regression theory for categorical time series

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