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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Bibliographic Details
Published in:J Stat Comput Simul
Main Authors: Hughes, Rachael A., Kenward, Michael G., Sterne, Jonathan A. C., Tilling, Kate
Format: Artigo
Language:Inglês
Published: Taylor & Francis 2017
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Original Articles
Online Access: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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