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Reduced Substation Models for Generalized State Estimation

✍ Scribed by Gomez, Exposito, A.; de la Villa Jaen, A.

Book ID
117901802
Publisher
IEEE
Year
2001
Tongue
English
Weight
367 KB
Volume
21
Category
Article
ISSN
0272-1724

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Estimation for a class of generalized st
Estimation for a class of generalized state-space time series models
✍ T. Fukasawa; I.V. Basawa πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 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