Evidence map›Paper›PMID 42534505›Full record

ArticleJournal of applied statistics2026

Modeling multivariate ordinal time series.

Malte Jahn, Christian H Weiß

Abstract read
In one paragraph

Article in Journal of applied statistics, 2026. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Not yet cited in PubMed.

0numbers the graph read from it
0cells of the map it votes in
0citing papers in PubMed
–field-weighted citation impact
1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

0 citing papers in PubMed.

No citing paper in PubMed yet.

4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

2 authors.

Malte JahnDepartment of Mathematics and Statistics, Helmut Schmidt University, Hamburg, Germany.ORCID https://orcid.org/0000-0002-7165-0428
Christian H WeißDepartment of Mathematics and Statistics, Helmut Schmidt University, Hamburg, Germany.ORCID https://orcid.org/0000-0001-8739-6631

Funding

No grant is acknowledged in the PubMed record.

6 · The paper itself

Abstract

In this paper, several regression-type models for multivariate ordinal time series are developed. The regression equations are inspired by existing GARCH-type models for univariate discrete-valued time series and include feedback terms in addition to the usual lagged observations to model the memory behavior. The corresponding terms from other individuals (components) are represented by weighted averages which are calculated based on a proximity matrix. The marginal conditional distributions are either binomial (employing the simplifying rank-count formulation) or multinomial. The approach can be generalized to obtain VARMA-type models to allow for more specific dependence between individuals. Additionally, different copulas are considered to model possible cross-dependence explicitly. The main data example concerns the daily air quality (ordinal) in three cities in North China. Here, a spatial dimension is present, which can be exploited in the definition of the proximity matrix and the copulas.

Indexed as

62H0562H1162M1062P12Copulalogit modelmultivariate dataordinal time seriessoftmax model

Identifiers

PMID42534505
PMCPMC13421121

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Registered trials

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Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.