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stat.ME2026
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…
stat.ME2026
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…