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Estimation of the linear mixed integrated Ornstein–Uhlenbeck model
The linear mixed model with an added integrated Ornstein–Uhlenbeck (IOU) process (linear mixed IOU model) allows for serial correlation and estimation of the degree of derivative tracking. It is rarely used, partly due to the lack of available software. We implemented the linear mixed IOU model in S...
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Publicado no: | J Stat Comput Simul |
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Main Authors: | , , , |
Formato: | Artigo |
Idioma: | Inglês |
Publicado em: |
Taylor & Francis
2017
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Assuntos: | |
Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5407356/ https://ncbi.nlm.nih.gov/pubmed/28515536 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/00949655.2016.1277425 |
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