A filtering problem with counting observations: approximation with error bounds (Q4363322)
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scientific article; zbMATH DE number 1087232
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English | A filtering problem with counting observations: approximation with error bounds |
scientific article; zbMATH DE number 1087232 |
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A filtering problem with counting observations: approximation with error bounds (English)
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7 January 1998
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filtering
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counting process
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jump Markov process
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approximation
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coupling
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