Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On Categorical Time Series Models With Covariates   We study the problem of stationarity and ergodicity for autoregressive
multinomial logistic time series models which possibly include a latent process
and are defined by a GARCH-type recursive equation. We improve considerably
upon the existing results related to stationarity and ergodicity conditions of
such models. Proofs are based on theory developed for chains with complete
connections. This approach is based on a useful coupling technique which is
utilized for studying ergodicity of more general finite-state stochastic
processes. Such processes generalize finite-state Markov chains by assuming
infinite order models of past values. For finite order Markov chains, we also
discuss ergodicity properties when some strongly exogenous covariates are
considered in the dynamics of the process.

20
The categories of this paper are: acc-phys
33
The categories of this paper are: plasm-ph
28
The categories of this paper are: alg-geom
17
The categories of this paper are: q-fin
18
The categories of this paper are: econ
32
The categories of this paper are: atom-ph
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The categories of this paper are: solv-int
22
The categories of this paper are: chao-dyn
3
The categories of this paper are: physics
26
The categories of this paper are: bayes-an
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The categories of this paper are: hep-th
8
The categories of this paper are: hep-ex
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The categories of this paper are: nucl-th
13
The categories of this paper are: quant-ph
30
The categories of this paper are: q-alg
37
The categories of this paper are: supr-con