𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A Statistical Method for the Determination of the Appropriate Order in a General Class of Time Series Models

✍ Scribed by Contreras-Cristán, Alberto; González-Barrios, Jose M.


Book ID
126837466
Publisher
Taylor and Francis Group
Year
2003
Tongue
English
Weight
265 KB
Volume
32
Category
Article
ISSN
0361-0926

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Estimation for a class of generalized st
✍ T. Fukasawa; I.V. Basawa 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 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