Analysis of multi-unit variance components models with state space profiles

Annals of the Institute of Statistical Mathematics

Volumn 50, Issue 1, 1998, Pages 147-164

  Tsimikas, John V ^a,c   Ledolter, Johannes ^b  

^a HARVARD MEDICAL SCHOOL   (United States)

^b UNIVERSITY OF IOWA   (United States)

^c UNIVERSITY OF MASSACHUSETTS   (United States)

Author keywords

Continuous time stochastic models; EM algorithm; Kalman Filter; Mixed model prediction; Restricted maximum likelihood; Smoothing splines; Unequally spaced observations; Variance components

Indexed keywords

EID: 7844234745     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1003405615641     Document Type: Article

References (22)

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