IDEAS home Printed from https://ideas.repec.org/r/bla/jtsera/v8y1987i2p147-160.html
   My bibliography  Save this item

Regression Models For Non‐Stationary Categorical Time Series

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Moritz Berger & Gerhard Tutz, 2021. "Transition models for count data: a flexible alternative to fixed distribution models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(4), pages 1259-1283, October.
  2. Brajendra C. Sutradhar, 2018. "Semi-parametric Dynamic Models for Longitudinal Ordinal Categorical Data," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 80(1), pages 80-109, February.
  3. R. Prabhakar Rao & Brajendra C. Sutradhar, 2020. "Multiple Categorical Covariates-Based Multinomial Dynamic Response Model," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 82(1), pages 186-219, February.
  4. Xu Gao & Daniel Gillen & Hernando Ombao, 2018. "Fisher information matrix of binary time series," METRON, Springer;Sapienza Università di Roma, vol. 76(3), pages 287-304, December.
  5. H. Kaufmann, 1988. "On existence and uniqueness of maximum likelihood estimates in quantal and ordinal response models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 35(1), pages 291-313, December.
  6. Brajendra C Sutradhar, 2018. "A Parameter Dimension-Split Based Asymptotic Regression Estimation Theory for a Multinomial Panel Data Model," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 80(2), pages 301-329, August.
  7. Zhen, X. & Basawa, I.V., 2009. "Observation-driven generalized state space models for categorical time series," Statistics & Probability Letters, Elsevier, vol. 79(24), pages 2462-2468, December.
  8. Mosconi, Rocco & Seri, Raffaello, 2006. "Non-causality in bivariate binary time series," Journal of Econometrics, Elsevier, vol. 132(2), pages 379-407, June.
  9. Pruscha Helmut & Göttlein Axel, 2003. "Forecasting of Categorical Time Series Using a Regression Model," Stochastics and Quality Control, De Gruyter, vol. 18(2), pages 223-240, January.
  10. Peiming Wang & Martin Puterman, 1999. "Markov Poisson regression models for discrete time series. Part 1: Methodology," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(7), pages 855-869.
  11. Heikki Kauppi, 2008. "Yield-Curve Based Probit Models for Forecasting U.S. Recessions: Stability and Dynamics," Discussion Papers 31, Aboa Centre for Economics.
  12. Sun-Joo Cho & Sarah Brown-Schmidt & Woo-yeol Lee, 2018. "Autoregressive Generalized Linear Mixed Effect Models with Crossed Random Effects: An Application to Intensive Binary Time Series Eye-Tracking Data," Psychometrika, Springer;The Psychometric Society, vol. 83(3), pages 751-771, September.
  13. Song, Peter X.-K. & Freeland, R. Keith & Biswas, Atanu & Zhang, Shulin, 2013. "Statistical analysis of discrete-valued time series using categorical ARMA models," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 112-124.
  14. Ginger M. Davis & Katherine B. Ensor, 2007. "Multivariate Time‐Series Analysis With Categorical and Continuous Variables in an Lstr Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(6), pages 867-885, November.
  15. Fokianos, Konstantinos & Moysiadis, Theodoros, 2017. "Binary time series models driven by a latent process," Econometrics and Statistics, Elsevier, vol. 2(C), pages 117-130.
  16. Fokianos, Konstantinos & Kedem, Benjamin, 1998. "Prediction and Classification of Non-stationary Categorical Time Series," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 277-296, November.
  17. Konstantinos Fokianos, 2002. "Power Divergence Family of Tests for Categorical Time Series Models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(3), pages 543-564, September.
  18. Biswas, Atanu & Song, Peter X.-K., 2009. "Discrete-valued ARMA processes," Statistics & Probability Letters, Elsevier, vol. 79(17), pages 1884-1889, September.
  19. Moysiadis, Theodoros & Fokianos, Konstantinos, 2014. "On binary and categorical time series models with feedback," Journal of Multivariate Analysis, Elsevier, vol. 131(C), pages 209-228.
  20. Chiranjit Dutta & Nalini Ravishanker & Sumanta Basu, 2022. "Modeling Multivariate Positive-Valued Time Series Using R-INLA," Papers 2206.05374, arXiv.org, revised Jul 2022.
  21. Yuichi Goto & Masanobu Taniguchi, 2020. "Discriminant analysis based on binary time series," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(5), pages 569-595, July.
  22. Fokianos, Konstantinos & Truquet, Lionel, 2019. "On categorical time series models with covariates," Stochastic Processes and their Applications, Elsevier, vol. 129(9), pages 3446-3462.
  23. Konstantinos Fokianos & Benjamin Kedem, 2004. "Partial Likelihood Inference For Time Series Following Generalized Linear Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(2), pages 173-197, March.
  24. Varin, Cristiano & Vidoni, Paolo, 2006. "Pairwise likelihood inference for ordinal categorical time series," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2365-2373, December.
  25. Zhen, X. & Basawa, I.V., 2009. "Categorical time series models for contingency tables," Statistics & Probability Letters, Elsevier, vol. 79(10), pages 1331-1336, May.
  26. Brajendra C. Sutradhar & Nan Zheng, 2018. "Inferences in Binary Dynamic Fixed Models in a Semi-parametric Setup," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 80(2), pages 263-291, November.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.