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Regression Models for Categorical Time Series

  1. Benjamin Kedem,
  2. Konstantinos Fokianos

Published Online: 23 FEB 2005

DOI: 10.1002/0471266981.ch3

Book Title

Regression Models for Time Series Analysis

Regression Models for Time Series Analysis

Additional Information

How to Cite

Kedem, B. and Fokianos, K. (2005) Regression Models for Categorical Time Series, in Regression Models for Time Series Analysis, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/0471266981.ch3

Publication History

  1. Published Online: 23 FEB 2005
  2. Published Print: 5 AUG 2002

ISBN Information

Print ISBN: 9780471363552

Online ISBN: 9780471266983

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CHAPTER TOOLS

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Keywords:

  • sleep state models;
  • categorical time series;
  • Markov chain processes;
  • probabilities;
  • information matrix;
  • regression models

Summary

This chapter includes the following topics:

  • Modeling

  • Link Functions for Categorical Time Series

  • Partial Likelihood Estimation

  • Goodness of Fit

  • Examples

  • Additional Topics

  • Problems and Complements

  • Appendix: Asymptotic Theory

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