We study the role of partial autocorrelations in the reparameterization and parsimonious modeling of a covariance matrix. The work is motivated by and tries ...
We study the role of partial autocorrelations in the reparameterization and parsimonious modeling of a covariance matrix. The work is motivated by and tries ...
We study the role of partial autocorrelations in the reparameterization and parsimonious modeling of a covariance matrix. The work is motivated by and tries ...
We study the role of partial autocorrelations in the reparameterization and parsimonious modeling of a covariance matrix. The work is motivated by and tries ...
Nov 1, 2009 · We study the role of partial autocorrelations in the reparameterization and parsimonious modeling of a covariance matrix.
May 3, 2009 · We study the role of partial autocorrelations in the reparameterization and parsimonious modeling of a covariance matrix.
We study the role of partial autocorrelations in the reparameterization and parsimonious modeling of a covariance matrix. The work is motivated by and tries ...
Oct 1, 2023 · Bibliographic details on Modeling covariance matrices via partial autocorrelations.
In this paper, we propose a robust estimation approach for the model parameters of the mean and generalized autoregressive parameters with longitudinal data ...
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We model a covariance matrix in terms of its correspond- ing standard deviations and correlation matrix. We discuss two general modeling situations where this ...