Estimation for a class of generalized state-space time series models

Statistics & Probability Letters ◽

10.1016/s0167-7152(02)00325-5 ◽

2002 ◽

Vol 60 (4) ◽

pp. 459-473 ◽

Author(s):

T. Fukasawa ◽

I.V. Basawa

Keyword(s):

Time Series ◽

State Space ◽

Time Series Models ◽

Generalized State Space ◽

Generalized State

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Optimal Estimating Equations for State Vectors in Non-Gaussian and Nonlinear State Space Time Series Models

Institute of Mathematical Statistics Lecture Notes - Monograph Series - Selected Proceedings of the Symposium on Estimating Functions ◽

10.1214/lnms/1215455051 ◽

1997 ◽

pp. 285-292

Author(s):

J. Durbin

Keyword(s):

Time Series ◽

State Space ◽

Estimating Equations ◽

Time Series Models ◽

Non Gaussian ◽

Nonlinear State

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Generalized state-space models for modeling nonstationary EEG time-series

Modeling Phase Transitions in the Brain ◽

10.1007/978-1-4419-0796-7_2 ◽

2009 ◽

pp. 27-52 ◽

Author(s):

A. Galka ◽

K.K.F. Wong ◽

T. Ozaki

Keyword(s):

Time Series ◽

State Space ◽

State Space Models ◽

Generalized State Space ◽

Generalized State

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Observation-driven generalized state space models for categorical time series

Statistics & Probability Letters ◽

10.1016/j.spl.2009.08.023 ◽

2009 ◽

Vol 79 (24) ◽

pp. 2462-2468

Author(s):

X. Zhen ◽

I.V. Basawa

Keyword(s):

Time Series ◽

State Space ◽

State Space Models ◽

Categorical Time Series ◽

Generalized State Space ◽

Generalized State

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Improved estimates of the parameters of state space time series models

Journal of Economic Dynamics and Control ◽

10.1016/0165-1889(95)00874-8 ◽

1996 ◽

Vol 20 (5) ◽

pp. 767-789 ◽

Author(s):

Arthur Havenner ◽

Leng Zhiqiang

Keyword(s):

Time Series ◽

State Space ◽

Time Series Models

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Exponential estimation of generalized state-space time-delay systems

Journal of Physics Conference Series ◽

10.1088/1742-6596/96/1/012100 ◽

2008 ◽

Vol 96 ◽

pp. 012100

Author(s):

C-H Lien ◽

K-W Yu ◽

J-S Lin ◽

M-L Hung

Keyword(s):

State Space ◽

Delay Systems ◽

Time Delay Systems ◽

Generalized State Space ◽

Generalized State

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Fundamental State Space Time Series Models for JEPX Electricity Prices

IEEJ Transactions on Power and Energy ◽

10.1541/ieejpes.128.57 ◽

2008 ◽

Vol 128 (1) ◽

pp. 57-65 ◽

Author(s):

Kenta Ofuji ◽

Shigeru Kanemoto

Keyword(s):

Time Series ◽

State Space ◽

Time Series Models ◽

Electricity Prices ◽

Fundamental State

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Bayesian Inference in State-Space Time Series Models

Bayesian Risk Management ◽

10.1002/9781118864784.ch5 ◽

2015 ◽

pp. 87-110

Keyword(s):

Time Series ◽

Bayesian Inference ◽

State Space ◽

Time Series Models

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Gaussian Process kernels for popular state-space time series models

2016 International Joint Conference on Neural Networks (IJCNN) ◽

10.1109/ijcnn.2016.7727628 ◽

2016 ◽

Author(s):

Alexander Grigorievskiy ◽

Juha Karhunen

Keyword(s):

Time Series ◽

Gaussian Process ◽

State Space ◽

Time Series Models

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Removing input derivatives and lowering their orders in generalized state-space representations

[1992] Proceedings of the 31st IEEE Conference on Decision and Control ◽

10.1109/cdc.1992.370967 ◽

2005 ◽

Author(s):

E. Delaleau ◽

W. Respondek

Keyword(s):

State Space ◽

Generalized State Space ◽

Generalized State

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Study on Fault Detection for Line Section in Active Distribution Network Based on the Generalized State-space Model

2018 2nd IEEE Conference on Energy Internet and Energy System Integration (EI2) ◽

10.1109/ei2.2018.8581997 ◽

2018 ◽

Author(s):

Ma Zhu ◽

Zhikun Yan ◽

Kai Shou ◽

Xiaomin Qi ◽

Wei Pei

Keyword(s):

Fault Detection ◽

State Space ◽

Distribution Network ◽

State Space Model ◽

Space Model ◽

Active Distribution Network ◽

Line Section ◽

Generalized State Space ◽

Generalized State

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