Estimation of the linear mixed integrated Ornstein–Uhlenbeck model

DOI10.1080/00949655.2016.1277425OpenAlexW2573435858WikidataQ33609820 ScholiaQ33609820MaRDI QIDQ5106871

Jonathan A. C. Sterne, Rachael A. Hughes, Kate Tilling, Michael G. Kenward

Publication date: 22 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2016.1277425

zbMATH Keywords

repeated measuresfixed effectsrandom effectsintegrated Ornstein-Uhlenbeck processNewton Raphson

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Linear inference, regression (62J99) Parametric inference (62F99)

Uses Software

• Stata
• simsum

Cites Work

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