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A time series illustration of approximate conditional likelihood
Authors:CRUDDAS, A. M.   REID, N.   COX, D. R.
Affiliation:M.R.C. Environmental Epidemiology Unit, Southampton General Hospital Southampton SO9 4XY, U.K.
Department of Statistics, University of Toronto Toronto M5S 1A1, Canada
Nuffield College Oxford OX1 1NF, U.K.
Abstract:
Keywords:Approximate conditional likelihood    Gaussian autoregressive process    Marginal likelihood    Orthogonal parameters    Simulation
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