The Gaussian mixed-effects model driven by a stationary integrated
Ornstein-Uhlenbeck process has been used for analyzing longitudinal data having
an explicit and simple serial-correlation structure in each individual.
However, the theoretical aspect of its asymptotic inference is yet to be
elucidated. We prove the local asymptotics for the associated log-likelihood
function, which in particular guarantees the asymptotic optimality of the
suitably chosen maximum-likelihood estimator. We illustrate the obtained
asymptotic normality result through some simulations for both balanced and
unbalanced datasets.Comment: 11 pages, 3 figure