Dynamic linear mixed models with ARMA covariance matrix - Han, Eun-Jeong; Lee, Keunbaik (Communications for statistical applications and methods, 2016)
Keywords: Cholesky decomposition; covariance matrix; heteroscedastic; longitudinal data; positive definite; serial correlation; within-subject variation; Cholesky decomposition; heteroscedastic; within-subject variation; positive definite; serial correlation; longitudinal data; covariance matrix