Discrete–time nonlinear filtering with marked point process observations: ii. risk–sensitive filters
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Publication:4949464
DOI10.1080/07362990008809667zbMath0983.62066OpenAlexW2022245209MaRDI QIDQ4949464
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Publication date: 25 April 2002
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990008809667
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)
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