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Categorical time series models for contingency tables

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  • Zhen, X.
  • Basawa, I.V.

Abstract

Models for time-dependent contingency tables are presented. Multinomial-logit, conditional exponential family, Markov chain and multinomial-Dirichlet models are discussed for bivariate binary time series. The models are applied to two real data sets.

Suggested Citation

  • Zhen, X. & Basawa, I.V., 2009. "Categorical time series models for contingency tables," Statistics & Probability Letters, Elsevier, vol. 79(10), pages 1331-1336, May.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:10:p:1331-1336
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    References listed on IDEAS

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    1. Tweedie, Richard L., 1975. "Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space," Stochastic Processes and their Applications, Elsevier, vol. 3(4), pages 385-403, October.
    2. 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.
    3. Ludwig Fahrmeir & Heinz Kaufmann, 1987. "Regression Models For Non‐Stationary Categorical Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 8(2), pages 147-160, March.
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