4 papers
Beyond Equidistant Assumptions: An Autoregressive Ordered Stereotype Model for Ordinal Time Series
Anna Nalpantidi, Dimitris Karlis, Daniel Fernández
We propose an extension of the ordered stereotype model (OSM) for ordinal time series data, referred to as the Autoregressive OSM (AR-OSM). The model captures serial dependence by…
Modelling multivariate ordinal time series using pairwise likelihood
Anna Nalpantidi, Dimitris Karlis
We assume that we have multiple ordinal time series and we would like to specify their joint distribution. In general it is difficult to create multivariate distribution that can b…
A Bivariate DAR() model for ordinal time series
Anna Nalpantidi, Dimitris Karlis
We present a bivariate vector valued discrete autoregressive model of order (BDAR()) for discrete time series. The BDAR() model assumes that each time series follows its…
Multinomial mixture for spatial data
Anna Nalpantidi, Dimitris Karlis, Panagiotis Papastamoulis
The purpose of this paper is to extend standard finite mixture models in the context of multinomial mixtures for spatial data, in order to cluster geographical units according to d…