On categorical time series models with covariates
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DOI: 10.1016/j.spa.2018.09.012
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Cited by:
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- Fokianos, Konstantinos & Fried, Roland & Kharin, Yuriy & Voloshko, Valeriy, 2022. "Statistical analysis of multivariate discrete-valued time series," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
- Mengya Liu & Fukang Zhu & Ke Zhu, 2022. "Modeling normalcy‐dominant ordinal time series: An application to air quality level," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(3), pages 460-478, May.
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Keywords
Autoregression; Categorical data; Chains with complete connection; Coupling; Covariates; Ergodicity; Markov chains;All these keywords.
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