Longitudinal analysis of self-reported health status by mixture latent auto-regressive models
Author:
Affiliation:
1. University of Perugia; Italy
2. University of Milano-Bicocca; Italy
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/rssc.12030/fullpdf
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3. Maximum likelihood estimation for a latent variable time series model;Bartolucci;Appl. Stochast. Models Bus. Indust.,2001
4. Likelihood-based inference for asymmetric stochastic volatility models;Bartolucci;Computnl Statist. Data Anal.,2003
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