Pages that link to "Item:Q4970705"

The following pages link to Estimation and filtering by reversible jump MCMC for a doubly stochastic Poisson model for ultra-high-frequency financial data (Q4970705):

Displaying 6 items.

• Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers (Q457269) (← links)
• Optimal state estimation of a generalized MAP event flow with an arbitrary number of states (Q2034835) (← links)
• On the modelling of multivariate counts with Cox processes and dependent shot noise intensities (Q2038217) (← links)
• A micro-level claim count model with overdispersion and reporting delays (Q2374091) (← links)
• Inference for a class of partially observed point process models (Q2393149) (← links)
• Bayesian Conditional Density Filtering (Q3391099) (← links)