Discrete time nonlinear filtering with marked point process observations
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Publication:4238564
DOI10.1080/07362999908809590zbMath0914.62072OpenAlexW2029615531MaRDI QIDQ4238564
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Publication date: 23 June 1999
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362999908809590
Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (2)
Discrete–time nonlinear filtering with marked point process observations: ii. risk–sensitive filters ⋮ Filtering of discrete-time systems hidden in discrete-time random measures
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