Prediction and Classification of Non-stationary Categorical Time Series

Journal of Multivariate Analysis

Volumn 67, Issue 2, 1998, Pages 277-296

  Fokianos, Konstantinos ^a   Kedem, Benjamin ^a  

^a NONE

Author keywords

Non stationarity; classification; prediction; asymptotic theory; partial likelihood; goodness of fit

Indexed keywords

EID: 0000363771     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1998.1765     Document Type: Article

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