A moving average Cholesky factor model in covariance modelling for longitudinal data (Q3224221)

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A moving average Cholesky factor model in covariance modelling for longitudinal data
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    A moving average Cholesky factor model in covariance modelling for longitudinal data (English)
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    29 March 2012
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    BIC
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    maximum likelihood estimation
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    model selection
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    modified Cholesky decomposition
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