most citedEstimating Linear Mixed-effects State Space Model Based on Disturbance Smoothing

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stat.ME2014★ 1 cited

Estimating Linear Mixed-effects State Space Model Based on Disturbance Smoothing

Jie Zhou, Aiping Tang

We extend the linear mixed-effects state model to accommodate the correlated individuals and investigate its parameter and state estimation based on disturbance smoothing in this p…