Estimation for a class of generalized state-space time series models. (Q1871362)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation for a class of generalized state-space time series models. |
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Estimation for a class of generalized state-space time series models. (English)
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7 May 2003
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state-space models
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exponential families
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conjugate exponential families
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maximum likelihood estimation
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quasilikelihood estimation
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Markovian specifications
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