Estimating a State-Space Model from Point Process Observations (Q4816941): Difference between revisions

@@ Property / cites work @@
+Recursive nonlinear estimation of a diffusion acting as the rate of an observed Poisson process
+Normal rank
@@ Property / cites work @@
+The Time-Rescaling Theorem and Its Application to Neural Spike Train Data Analysis
+Normal rank
@@ Property / cites work @@
+Monte Carlo EM Estimation for Time Series Models Involving Counts
+Normal rank
@@ Property / cites work @@
+Covariances for smoothed estimates in state space models
+Normal rank
@@ Property / cites work @@
+Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives
+Normal rank
@@ Property / cites work @@
+Posterior Mode Estimation by Extended Kalman Filtering for Multivariate Dynamic Generalized Linear Models
+Normal rank
@@ Property / cites work @@
+Dynamic Stochastic Models for Time-Dependent Ordered Paired Comparison Systems
+Normal rank
@@ Property / cites work @@
+Discrete time filters for doubly stochastic poisson processes and other exponential noise models
+Normal rank
@@ Property / cites work @@
+Nonlinear filtering with counting observations
@@ Property / cites work: Nonlinear filtering with counting observations / rank @@
+Normal rank
@@ Property / cites work @@
+AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
+Normal rank