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Can I read Estimation for a Class of Generalized State-space Time Series Models on EtoBox?
Estimation for a Class of Generalized State-space Time Series Models by T. Fukasawa; I.V. Basawa is a Mathematics article available to read on EtoBox.
What is Estimation for a Class of Generalized State-space Time Series Models about?
State-space models with exponential and conjugate exponential family densities are introduced. Examples include Poisson-Gamma, Binomial-Beta, Gamma-Gamma and Normal-Normal processes. Maximum likelihood and quasilikelihood estimators and their properties are discussed. Results from a simulation study for the Poisson-Gamma model are reported.
Who reads Estimation for a Class of Generalized State-space Time Series Models?
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- T. Fukasawa; I.V. Basawa
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0167-7152)
- Published
- 2002
- Language
- EN
- Field
- Mathematics (Physical Sciences)