Partial Likelihood Estimation in Categorical Time Series with Stochastic Covariates

DOI10.2307/2534016zbMath1058.62679OpenAlexW2327332713MaRDI QIDQ4665962

Guy Thomas, Gabrielle Viennet, Frédéric Ménard

Publication date: 11 April 2005

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2534016

zbMATH Keywords

ergodic Markov chaingeneralized linear modelscategorical time seriesstochastic covariatesMarkov regression modelspartial likehood

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

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