On categorical time series models with covariates. (English) Zbl 1431.62370
The authors investigate the problem of stationarity and ergodicity for autoregressive multinomial logistic time series models.
Reviewer: B. L. S. Prakasa Rao (Hyderabad)
MSC:
| 62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |
| 62J12 | Generalized linear models (logistic models) |
| 60G10 | Stationary stochastic processes |
Software:
FahrmeirReferences:
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