An EM Algorithm Fitting First-Order Conditional Autoregressive Models to Longitudinal Data

DOI10.2307/2291750zbMath0880.62092OpenAlexW4241538915MaRDI QIDQ4366030

Christopher H. Schmid

Publication date: 25 January 1998

Full work available at URL: https://doi.org/10.2307/2291750

zbMATH Keywords

Kalman filtermeasurement errorstate-space modelSEM algorithmpulmonary functionfixed-interval smoothing algorithm

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

Estimation in Semiparametric Transition Measurement Error Models for Longitudinal Data ⋮ Structural Inference in Transition Measurement Error Models for Longitudinal Data

This page was built for publication: An EM Algorithm Fitting First-Order Conditional Autoregressive Models to Longitudinal Data