Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions

Keunbaik Lee, Chang-Hoon Lee, Min-Sun Kwak, Eun Jin Jang. Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions. Computational Statistics & Data Analysis, 156:107144, 2021. [doi]

Abstract

Abstract is missing.