Power divergence family of tests for categorical time series models
type: Item
instance of: scholarly article
title: Power divergence family of tests for categorical time series models
zbMATH Open document ID: 1014.62105
DOI: 10.1023/A:1022459010316
author: Konstantinos Fokianos
published in: Annals of the Institute of Statistical Mathematics
publication date: 2003-04-27T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62G10
zbMATH DE Number: 1901350
zbMATH Keywords: stochastic time dependent covariates
zbMATH Keywords: partial likelihood
zbMATH Keywords: martingales
zbMATH Keywords: logistic regression
zbMATH Keywords: multinomial logits
zbMATH Keywords: proportional odds
zbMATH Keywords: power
MaRDI profile type: Publication
full work available at URL: a:1022459010316
OpenAlex ID: W1508487705
description: scientific article; zbMATH DE number 1901350