Citation

Salah KA (2019) An Approximation of a Longitudinal Stochastic Model. Int J Clin Biostat Biom 5:020. doi.org/10.23937/2469-5831/1510020

Copyright

© 2019 Salah KA. This is an open-access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.

RESEARCH ARTICLE | OPEN ACCESS DOI: 10.23937/2469-5831/1510020

An Approximation of a Longitudinal Stochastic Model

Khalid A Salah*

Department of Mathematics, Al Quds University, Jerusalem, Palestinian Territory

Abstract

We propose to approximate a model for repeated measures that incorporated random effects, correlated stochastic process and measurements error. The stochastic process used in this paper is the Integrated Ornstein-Uhlenbeck (IOU) process. We consider a Bayesian approach which is motivated by the complexity of the model, thus, we propose to approximate the IOU stochastic process into a continuous spatial model that constructed by convolving a very simple and independent, process with a kernel function. The goal of this approximation is to offer some advantages over specification through a spatial process of computing covariance, variogram, and extremal coefficient functions, also to add to the extremal coefficient plots the empirical estimates. This approximation is attractive because it facilitates calculations especially that contain a huge amount of data in addition it reduces the computational execution time, also it extends beyond simple stationary models.