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Longitudinal Data with Serial Correlation: A State-Space Approach

Longitudinal Data with Serial Correlation: A State-Space Approach

Hardcover

Series: Powder Technology Series, Book 47

Probability & Statistics

ISBN10: 0412406500
ISBN13: 9780412406508
Publisher: CRC Press
Published: Feb 1 1993
Pages: 240
Weight: 0.98
Height: 0.70 Width: 6.00 Depth: 9.42
Language: English
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.

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Probability & Statistics