학술논문
Parameter Estimation and Future Value Prediction of Generalized Growth Curve Model with Power Transformation, Random Effects and General AR(g) Dependence
Document Type
Article
Author
Source
中國統計學報 / Journal of the Chinese Statistical Association. Vol. 43 Issue 4, p451-471. 21 p.
Subject
Language
英文
Abstract
In this paper, we consider an extension of the covariance structure to an AR(g) process with random effects via Bayesian and maximum-likelihood (ML) approaches. We study both parameter estimation and prediction of future values. Numerical results are illustrated with real and simulated data.