Semiparametric Longitudinal Model with Irregular Time autoregressive error process
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Publication:3449013
DOI10.5705/SS.2013.073OpenAlexW2315745485MaRDI QIDQ3449013FDOQ3449013
Authors: Yang Bai, Jian Huang, Rui Li, Jinhong You
Publication date: 3 November 2015
Published in: STATISTICA SINICA (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/1e22305c6a2c7bf57811616f594eddfaa59d2af2
asymptotic normalityprofile least squareslocally linear estimationnonstationary autoregressive processirregular and subject-specific observation times
Cited In (5)
- Statistical inference for multivariate longitudinal data with irregular auto-correlated error process
- A double varying-coefficient modeling approach for analyzing longitudinal observations
- Parsimonious mean-covariance modeling for longitudinal data with ARMA errors
- A Semiparametric Regression Model for Longitudinal Data with Non‐stationary Errors
- Non parametric regression analysis for longitudinal data with time-depending autoregressive error process
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