Bayesian analysis of a growth curve model with a general autoregressive covariance structure

Abstract

In this paper wt: consider from maximum likelihood and Bayesian points of view the generalized growth curve model when the covariance matrix has a Toeplitz structure. This covariance is a generalization of the AR(I) dependence structure. Inferences on the parameters as well as the future values are Included. The results are illustrated with several real data sets.