A moving average Cholesky factor model in covariance modelling for longitudinal data
From MaRDI portal
Publication:3224221
DOI10.1093/biomet/asr068zbMath1234.62111MaRDI QIDQ3224221
Publication date: 29 March 2012
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/b45edd1b503c6cc9b4872ff666a867f81c4b2474
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62J99: Linear inference, regression
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