2 papers
math.ST2024
Gaussian quasi-likelihood analysis for non-Gaussian linear mixed-effects model with system noise
Takumi Imamura, Hiroki Masuda
We consider statistical inference for a class of mixed-effects models with system noise described by a non-Gaussian integrated Ornstein-Uhlenbeck process. Under the asymptotics whe…
math.ST2023
On local likelihood asymptotics for Gaussian mixed-effects model with system noise
Takumi Imamura, Hiroki Masuda, Hayato Tajima
The Gaussian mixed-effects model driven by a stationary integrated Ornstein-Uhlenbeck process has been used for analyzing longitudinal data having an explicit and simple serial-cor…