Prediction and Classification of Non-stationary Categorical Time Series
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- Zhen, X. & Basawa, I.V., 2009. "Categorical time series models for contingency tables," Statistics & Probability Letters, Elsevier, vol. 79(10), pages 1331-1336, May.
- 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.
- Dag Tjøstheim, 2012. "Rejoinder on: Some recent theory for autoregressive count time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(3), pages 469-476, September.
- Heikki Kauppi, 2008. "Yield-Curve Based Probit Models for Forecasting U.S. Recessions: Stability and Dynamics," Discussion Papers 31, Aboa Centre for Economics.
- 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.
- 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.
- Konstantinos Fokianos, 2012. "Comments on: Some recent theory for autoregressive count time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(3), pages 451-454, September.
- 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.
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Keywordsnon-stationarity classification prediction asymptotic theory partial likelihood goodness of fit;
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