Smoothing signals for semimartingales
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Publication:1102621
DOI10.1016/0304-4149(88)90066-XzbMath0644.60039MaRDI QIDQ1102621
Publication date: 1988
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
60G48: Generalizations of martingales
60G35: Signal detection and filtering (aspects of stochastic processes)
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Cites Work
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- Smoothing counting process intensities by means of kernel functions
- A Bayesian nonparametric approach to reliability
- Nonparametric inference for a family of counting processes
- Remarks on Some Nonparametric Estimates of a Density Function
- Developments in Nonparametric Density Estimation