ARMA Cholesky factor models for the covariance matrix of linear models
type: Item
instance of: scholarly article
title: ARMA Cholesky factor models for the covariance matrix of linear models
zbMATH Open document ID: 1466.62128
author: Keunbaik Lee
author: Changryong Baek
author: Michael J. Daniels
published in: Computational Statistics and Data Analysis
publication date: 2018-08-14T00:00:00Z
full work available at URL: pmc5669060
Mathematics Subject Classification ID: 62-08
zbMATH DE Number: 6917788
zbMATH Keywords: Cholesky decomposition
zbMATH Keywords: longitudinal data
zbMATH Keywords: heteroscedastic
describes a project that uses: covreg
Wikidata QID: Q47646251
MaRDI profile type: Publication
OpenAlex ID: W2614403840
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DBLP publication ID: journals/csda/LeeBD17
DOI: 10.1016/J.CSDA.2017.05.001
description: scientific article; zbMATH DE number 6917788