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A framework for state-space estimation with uncertain models

โœ Scribed by Sayed, A.H.


Book ID
120250279
Publisher
IEEE
Year
2001
Tongue
English
Weight
424 KB
Volume
46
Category
Article
ISSN
0018-9286

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Estimation for a class of generalized st
โœ T. Fukasawa; I.V. Basawa ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 185 KB

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