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Khalid Salah,
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"An approximation of a longitudinal stochastic model"
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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 research 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. This approach offers a number of advantages over specification through a spatial covariogram. In particular, this process convolution specification leads to computational simplifications and easily extends beyond simple stationary models, which are flexible and able to accommodate large amounts of data.