Moysiadis, Theodoros; Fokianos, Konstantinos - In: Journal of Multivariate Analysis 131 (2014) C, pp. 209-228
We study the problem of ergodicity, stationarity and maximum likelihood estimation for multinomial logistic models that include a latent process. Our work includes various models that have been proposed for the analysis of binary and, more general, categorical time series. We give verifiable...