Longitudinal Data with Serial Correlation: A State-space Approach

✍ Scribed by Richard H. Jones (auth.)

Publisher: Springer US
Year: 1993
Tongue: English
Leaves: 236
Series: Monographs on Statistics and Applied Probability 47
Category: Library

No coin nor oath required. For personal study only.

✦ Table of Contents

Content:
Front Matter....Pages i-xi
Introduction....Pages 1-25
A General Linear Mixed Model....Pages 26-51
First Order Autoregressive Errors....Pages 52-76
State Space Representations....Pages 77-99
The Laird-Ware Model in State Space Form....Pages 100-119
Autoregressive Moving Average Errors....Pages 120-138
Nonlinear Models....Pages 139-155
Multivariate Models....Pages 156-185
Back Matter....Pages 186-225

📜 SIMILAR VOLUMES

Modelling Longitudinal and Spatially Cor

📁 Modelling Longitudinal and Spatially Correlated Data

✍ Peter McCullagh (auth.), Timothy G. Gregoire, David R. Brillinger, Peter J. Digg 📂 Library 📅 1997 🏛 Springer-Verlag New York 🌐 English

Correlated data arise in numerous contexts across a wide spectrum of subject-matter disciplines. Modeling such data present special challenges and opportunities that have received increasing scrutiny by the statistical community in recent years. In October 1996 a group of 210 statisticians and ot

A State Space Approach to Canonical Fact

📁 A State Space Approach to Canonical Factorization with Applications

✍ Harm Bart, Marinus A. Kaashoek, André C. M. Ran (auth.) 📂 Library 📅 2010 🏛 Birkhäuser Basel 🌐 English

The present book deals with canonical factorization problems for di?erent classes of matrix and operator functions. Such problems appear in various areas of ma- ematics and its applications. The functions we consider havein common that they appear in the state space form or can be represented in

A state space approach to canonical fact

📁 A state space approach to canonical factorization with applications

✍ Bart H., Gohberg I., et al. 📂 Library 📅 2010 🏛 Birkhauser 🌐 English

The present book deals with canonical factorization of matrix and operator functions that appear in state space form or that can be transformed into such a form. A unified geometric approach is used. The main results are all expressed explicitly in terms of matrices or operators, which are parameter

Analysis of Longitudinal Data with Examp

📁 Analysis of Longitudinal Data with Example

✍ You-Gan Wang, Liya Fu, Sudhir Paul 📂 Library 📅 2022 🏛 CRC Press 🌐 English

Development in methodology on longitudinal data is fast. Currently, there are a lack of intermediate /advanced level textbooks which introduce students and practicing statisticians to the updated methods on correlated data inference. This book will present a discussion of the modern approac

Forecasting with exponential smoothing :

📁 Forecasting with exponential smoothing : the state space approach

✍ Rob J. Hyndman ... [et al.] 📂 Library 📅 2008 🏛 Springer 🌐 English

Exponential smoothing methods have been around since the 1950s, and are the most popular forecasting methods used in business and industry. This book brings together various results on the state space framework for exponential smoothing. It is of interest to people wanting to apply the methods in th

Forecasting with Exponential Smoothing:

📁 Forecasting with Exponential Smoothing: The State Space Approach

✍ Professor Rob Hyndman, Professor Anne Koehler, Professor Keith Ord, Associate Pr 📂 Library 📅 2008 🏛 Springer-Verlag Berlin Heidelberg 🌐 English

Exponential smoothing methods have been around since the 1950s, and are the most popular forecasting methods used in business and industry. Recently, exponential smoothing has been revolutionized with the introduction of a complete modeling framework incorporating innovations state space model