• Article  

      Power divergence family of tests for categorical time series models 

      Fokianos, Konstantinos (2002)
      A fundamental issue that arises after fitting a regression model is that of testing the goodness of the fit. Our work brings together the power divergence family of goodness of fit tests and regression models for categorical ...
    • Article  

      Regression Theory for Categorical Time Series 

      Fokianos, Konstantinos; Kedem, B. (2003)
      Categorical - or qualitative - time series data with random time-dependent covariates are frequently encountered in diverse applications as the list of examples shows. As with "ordinary" time series, the data analyst is ...