Statistical inference for multivariate longitudinal data with irregular auto-correlated error process

DOI10.1007/s11425-018-9466-8zbMath1465.62048OpenAlexW3041628753MaRDI QIDQ828641

Tao Huang, Youquan Pei, Yi-Ming Tang

Publication date: 5 May 2021

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-018-9466-8

zbMATH Keywords

hypothesis testingautoregressive errormultivariate longitudinal datatwo-stage weighted least square

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

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