A State-Space EM Algorithm for Longitudinal Data

DOI10.1111/1467-9892.00155zbMath0935.62106OpenAlexW2082727430MaRDI QIDQ4939817

Gloria Icaza, Richard H. Jones

Publication date: 1 March 2000

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00155

zbMATH Keywords

longitudinal datatime seriesKalman filterserial correlationunequally spaced observationsstate-space smoother

Mathematics Subject Classification ID

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

Related Items (3)

Mixed-Response State-Space Model for Analyzing Multi-Dimensional Digital Phenotypes ⋮ Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence ⋮ Extending the State-Space Model to Accommodate Missing Values in Responses and Covariates

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