ARMA Cholesky factor models for the covariance matrix of linear models (Q1658394): Difference between revisions

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+A new look at the statistical model identification
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+The Matrix-Logarithmic Covariance Model
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+Missing Data in Longitudinal Studies
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+Q3664270
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+Bayesian Cholesky factor models in random effects covariance matrix for generalized linear mixed models
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+Modeling the random effects covariance matrix for generalized linear mixed models
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+On modelling mean-covariance structures in longitudinal studies
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+Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters
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+Maximum Likelihood Estimation for Incomplete Repeated-Measures Experiments under an ARMA Covariance Structure
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+Asymptotic normality of the maximum likelihood estimate in Markov processes
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+A moving average Cholesky factor model in covariance modelling for longitudinal data
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+A Joint Modelling Approach for Longitudinal Studies
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