Likelihood Inference for Exponential-Trawl Processes (Q2956055)

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Likelihood Inference for Exponential-Trawl Processes
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    Likelihood Inference for Exponential-Trawl Processes (English)
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    16 January 2017
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    integer-valued process
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    trawl process
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    Poisson random measure
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    hidden Markov process
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    maximum likelihood estimate
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    filtering and smoothing
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    EM algorithm
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