Estimation and Prediction of Generalized Growth Curve Models with Heterogeneous Variances in AR(q) Dependence Structure

博士 === 國立交通大學 === 統計所 === 91 === We consider the generalized growth curve model when the covariance matrix has autoregressive dependence structure with non-homogeneity of variances. We consider an extension of the covariance structure to an AR(q) process with random effects and consider t...

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Bibliographic Details
Main Authors: Ying-Lin Hsu, 許英麟
Other Authors: Jack C. Lee
Format: Others
Language:en_US
Published: 2002
Online Access:http://ndltd.ncl.edu.tw/handle/82781094730489587487