Browsing by Subject "Non-stationarity"

Now showing items 1-2 of 2

    • Article  

      Prediction and Classification of Non-stationary Categorical Time Series 

      Fokianos, Konstantinos; Kedem, B. (1998)
      Partial likelihood analysis of a general regression model for the analysis of non-stationary categorical time series is presented, taking into account stochastic time dependent covariates. The model links the probabilities ...
    • Working Paper  

      Trends in international prices 

      Andrade, Philippe; Zachariadis, Marios (2010)
      We exploit the panel dimension of a price levels dataset for more than one hundred product items across 140 cities in 90 countries for the period from 1990 to 2009 in order to improve our understanding of international ...