Asymptotic properties of the score test for autocorrelation in a random effects with AR(1) errors model
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- Lin, Jin-Guan & Wei, Bo-cheng, 2006. "Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 3179-3198, July.
- Wang, Wan-Lun & Fan, Tsai-Hung, 2010. "ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors," Computational Statistics & Data Analysis, Elsevier, vol. 54(5), pages 1328-1341, May.
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Asymptotic normality autocorrelation longitudinal data maximum likelihood estimation power;Statistics
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