A bivariate regression model with serial correlation

Journal of the Royal Statistical Society Series D: The Statistician

Volumn 47, Issue 4, 1998, Pages 607-615

  Reeves, John ^a   MacKenzie, Gilbert ^b  

^a KEELE UNIVERSITY   (United Kingdom)

^b NONE

Author keywords

Kalman filter; Laird Ware model; Serial correlation; Unequally spaced observations

Indexed keywords

EID: 0009953065     PISSN: 00390526     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9884.00158     Document Type: Article

References (6)

1. Dyer, P. and McReynolds, S. (1969) Extension of square-root filtering to include process noise. J. Optimizn Theory Applic., 117, 444-458.
2. Jones, R. H. (1993) Longitudinal Data with Serial Correlation: a State-space Approach. London: Chapman and Hall.
3. Jones, R. H. and Ackerson, L. M. (1990) Serial correlation in unequally spaced longitudinal data. Biometrika, 77, 721-731.
4. Jones, R. H. and Boadi-Boateng, F. (1991) Unequally spaced longitudinal data with AR(1) serial correlation. Biometrics, 47, 161-175.
5. Kitagawa, G. (1981) A nonstationary time series model and its fitting by a recursive filter. J. Time Ser. Anal., 2, 103-116.
6. Laird, N. M. and Ware, J. H. (1982) Random effects models for longitudinal data. Biometrics, 38, 963-974.