Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions (Q830449)

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scientific article; zbMATH DE number 7345822
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English
Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions
scientific article; zbMATH DE number 7345822

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    Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions (English)
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    7 May 2021
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    autoregressive
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    heterogeneity
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    generalized linear mixed models
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    modified Cholesky decomposition
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    moving-average
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    positive definiteness
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