A state-space EM algorithm for longitudinal data

Journal of Time Series Analysis

Volumn 20, Issue 5, 1999, Pages 537-550

  Icaza, Gloria ^a   Jones, Richard H ^a  

^a NONE

Author keywords

Kalman filter; Longitudinal data; Serial correlation; State space smoother; Unequally spaced observations

Indexed keywords

EID: 0039774099     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00155     Document Type: Article

References (23)

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