Estimation for a class of generalized state-space time series models. (Q1871362)

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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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