On estimation in multilevel models with block circular symmetric covariance structure

Liang, Yuli, Von Rosen, Dietrich, Von Rosen, Tatjana . Acta et Commentationes Universitatis Tartuensis de Mathematica 2012. 16 (1) :83-96

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@article{CIS-266113,
  Author = {Liang, Yuli and Von Rosen, Dietrich and Von Rosen, Tatjana},
  Title = {On estimation in multilevel models with block circular symmetric covariance structure},
  Journal = {Acta et Commentationes Universitatis Tartuensis de Mathematica},
  Volume = {16},
  Number = {1},
  Year = {2012},
  Pages = {83--96},
  Keywords = {Cross correlation, CCF, Nonlinear ARCH, Patterned covariance matrix, constrained model, circular block symmetry, explicit maximum likelihood estimator}
}

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