scientific article

zbMath0457.62052MaRDI QIDQ3906936

G. E. P. Box, Greta M. Ljung

Publication date: 1980

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

robustnessautoregressive processcircular autocorrelation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Analysis of variance and covariance (ANOVA) (62J10)

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Bayesian analysis of growth curves with AR(1) dependence ⋮ Bayesian analysis of Box--Cox transformed linear mixed models with ARMA(\(p\),\(q\)) dependence ⋮ Bayesian analysis of multivariate t linear mixed models using a combination of IBF and Gibbs samplers ⋮ On estimation and prediction for temporally correlated longitudinal data ⋮ On an unbalanced growth curve model with random effects and AR(1) errors from a Bayesian and the ML points of view.

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