Partial likelihood analysis of a general regression model for the analysis of nonstationary categorical time series is presented, taking into account stochastic time dependent covariates. The model links the probabilities of each category to a covariate process through a vector of time invariant par
✦ LIBER ✦
Classification of non-stationary time series
✍ Scribed by Krzemieniewska, Karolina; Eckley, Idris A.; Fearnhead, Paul
- Book ID
- 121850257
- Publisher
- Wiley (John Wiley & Sons)
- Year
- 2014
- Tongue
- English
- Weight
- 810 KB
- Volume
- 3
- Category
- Article
- ISSN
- 2049-1573
- DOI
- 10.1002/sta4.51
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