Inference for a class of partially observed point process models (Q2393149): Difference between revisions

@@ Property / author @@
-Emma J. McCoy
@@ Property / author: Emma J. McCoy / rank @@
-Normal rank
@@ Property / author @@
+Emma J. McCoy
@@ Property / author: Emma J. McCoy / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2006397180
@@ Property / OpenAlex ID: W2006397180 / rank @@
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@@ Property / arXiv ID @@
+.4529
@@ Property / arXiv ID: 1201.4529 / rank @@
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@@ Property / cites work @@
+On nonlinear Markov chain Monte Carlo
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+On the stability of sequential Monte Carlo methods in high dimensions
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+A Monte Carlo Approach to Filtering for a Class of Marked Doubly Stochastic Poisson Processes
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+Estimation and filtering by reversible jump MCMC for a doubly stochastic                 Poisson model for ultra-high-frequency financial data
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+A sequential particle filter method for static models
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+An introduction to the theory of point processes
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+Q4819702
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+Sequential Monte Carlo Samplers
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+On adaptive resampling strategies for sequential Monte Carlo methods
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+Sequential Monte Carlo Methods in Practice
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+Quantitative approximations of evolving probability measures and sequential Markov chain Monte Carlo methods
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+A Liapounov bound for solutions of the Poisson equation
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+Q4223074
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+Filtering and detection for doubly stochastic Poisson processes
+Normal rank
@@ Property / cites work @@
+A Monte Carlo method for filtering a marked doubly stochastic Poisson process
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2393149