On the equivalence of marginal and approximate conditional likelihoods for correlation parameters under a normal model

DOI10.1093/BIOMET/77.4.743MaRDI QIDQ3492673zbMATH OpenOpenAlexFDO

Authors David R. Bellhouse

Publication date 1990

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/77.4.743

zbMATH Keywords

approximate conditional likelihoodsautocorrelationcorrelated errorscorrelated spatial processescorrelation matrixcorrelation parametersKalman filterlikelihood inferencemarginal likelihoodnormal linear regression modelspatial correlationtime series

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(3)

• Marginal likelihood for parallel series
• A time series illustration of approximate conditional likelihood
• Restricted maximum likelihood estimation in generalized linear mixed models

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