70 citations · 117 across the 2 of their papers we have counts for
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math.ST2008★ 47 cited
Estimation of the covariance matrix of random effects in longitudinal studies
Yan Sun, Wenyang Zhang, Howell Tong
Longitudinal studies are often conducted to explore the cohort and age effects in many scientific areas. The within cluster correlation structure plays a very important role in lon…
math.ST2006★ 70 cited
Testing for a linear MA model against threshold MA models
Shiqing Ling, Howell Tong
This paper investigates the (conditional) quasi-likelihood ratio test for the threshold in MA models. Under the hypothesis of no threshold, it is shown that the test statistic conv…