Heterogeneous population dynamical model: a filtering problem
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- Conditional law of lifetimes for a heterogeneous population of living particles via filtering techniques
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Cites work
- A filtering problem with counting observations: approximation with error bounds
- A filtering problem with counting observations:error bounds due to the uncertainty on the infinitesimal parameters
- Counting observations: A note on state estimation sensitivity with an L^1-bound
- Exchangeable mixture models for lifetimes: the role of ``occupation numbers.
- Filtering equations for the conditional law of residual lifetimes from a heterogeneous population
- Filtering the histories of a partially observed marked point process
- scientific article; zbMATH DE number 3951715 (Why is no real title available?)
- Martingale problems for conditional distributions of Markov processes
- Nonlinear filtering equation of a jump process with counting observations
- On the unnormalized solution of the filtering problem with counting process observations
- Unique characterization of conditional distributions in nonlinear filtering
Cited in
(8)- Credit risk in an economy with new firms arrivals
- On a partially observed illness-death model
- Conditional law of lifetimes for a heterogeneous population of living particles via filtering techniques
- Controlled Heterogeneous Collection: The Role of Occupation Numbers
- A genetic filtering problem∗
- Filtering equations for the conditional law of residual lifetimes from a heterogeneous population
- Probabilistic prediction of credit ratings: a filtering approach
- Occupancy numbers for dynamic heterogeneous populations: Estimate of particles lifetimes
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