Regression Theory for Categorical Time Series

Statistical Science

Volumn 18, Issue 3, 2003, Pages 357-376

  Fokianos, Konstantinos ^a   Kedem, Benjamin ^b  

^a UNIVERSITY OF CYPRUS   (Cyprus)

^b Bldg 142   (United States)

Author keywords

Deviance; Link function; Markov chain; Martingale; Mixture transition distribution model; Multinomial logits; Partial likelihood; Proportional odds; Random time dependent covariates; Residuals

Indexed keywords

EID: 1842501964     PISSN: 08834237     EISSN: None     Source Type: Journal    
DOI: 10.1214/ss/1076102425     Document Type: Review

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