Regression Theory for Categorical Time Series

By Konstantinos Fokianos, B. Kedem. 2003

140 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/92bf9e3382cc9e7873c9b90d44f5ff6eb8f8b556

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

1. Atanu Biswas
2. Peter X.-K. Song
3. Gaetano Emanuele Valenti
4. Roberto Ragona
5. Corrado de Fabritiis

In Finance

1. Atanu Biswas
2. Peter X.-K. Song
3. Gaetano Emanuele Valenti
4. Roberto Ragona
5. Corrado de Fabritiis

In Statistics and Probability

1. Atanu Biswas
2. Peter X.-K. Song
3. Gaetano Emanuele Valenti
4. Roberto Ragona
5. Corrado de Fabritiis
6. Claudia Czado
7. Aristidis K. Nikoloulopoulos
8. Dimitris Karlis

Citations in the corpus

• Traffic Estimation And Prediction Based On Real Time Floating Car Data (2008, methodology): “Different strategies have been proposed for modelling of categorical time series, including Markov chain models, DARMA models, multinomial logit and so on [4].”
• Discrete-valued ARMA processes (2009, background): “…transition model for binary nonstationary processes, Benjamin et al.’s (2003) generalized autoregressive moving average models, regression theory for categorical time series by Fokianos and Kedem (2003), and also the regression models for nonstationary categorical time series by Kaufmann (1987).”