Estimation for a class of generalized state-space time series models.
type: Item
instance of: scholarly article
title: Estimation for a class of generalized state-space time series models.
zbMATH Open document ID: 1056.62098
DOI: 10.1016/S0167-7152(02)00325-5
author: T. Fukasawa
author: I. V. Basawa
published in: Statistics \& Probability Letters
publication date: 2003-05-07T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 1907022
zbMATH Keywords: state-space models
zbMATH Keywords: exponential families
zbMATH Keywords: conjugate exponential families
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: quasilikelihood estimation
zbMATH Keywords: Markovian specifications
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1907022