Buch, Englisch, 240 Seiten, Format (B × H): 157 mm x 235 mm, Gewicht: 507 g
Reihe: Chapman & Hall/CRC Monographs on Statistics and Applied Probability
A State-Space Approach
Buch, Englisch, 240 Seiten, Format (B × H): 157 mm x 235 mm, Gewicht: 507 g
Reihe: Chapman & Hall/CRC Monographs on Statistics and Applied Probability
ISBN: 978-0-412-40650-8
Verlag: Chapman and Hall/CRC
This monograph is written for students at the graduate level in biostatistics, statistics or other disciplines that collect longitudinal data. It concentrates on the state space approach that provides a convenient way to compute likelihoods using the Kalman filter.
Zielgruppe
Professional Practice & Development
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
1. Introduction 2. A General Linear Mixed Model 3. First Order Autoregressive Errors 4. State Space Representations 5. The Laird-Ware Model in State Space Form 6. Autoregressive Moving Average Errors 7. Nonlinear Models 8. Multivariate Models