A Monte Carlo method for filtering a marked doubly stochastic Poisson process (Q1039969)

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scientific article; zbMATH DE number 5637260
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    A Monte Carlo method for filtering a marked doubly stochastic Poisson process
    scientific article; zbMATH DE number 5637260

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      A Monte Carlo method for filtering a marked doubly stochastic Poisson process (English)
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      23 November 2009
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      state-space model
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      point processes
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      non-linear filter
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      Monte Carlo integration
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