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

DOI10.1093/biomet/77.4.743zbMath0709.62056OpenAlexW1977203319MaRDI QIDQ3492673

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

time seriesKalman filtermarginal likelihoodautocorrelationcorrelation matrixcorrelated errorslikelihood inferencespatial correlationnormal linear regression modelcorrelation parametersapproximate conditional likelihoodscorrelated spatial processes

Mathematics Subject Classification ID

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

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