Parameter estimation for point processes with partial observations: A filtering approach (Q1057022)

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Parameter estimation for point processes with partial observations: A filtering approach
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    Parameter estimation for point processes with partial observations: A filtering approach (English)
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    1984
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    The problem of estimating the stochastic intensity function of a point process is considered. The filter equation along with the maximum likelihood ratio is derived.
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    doubly stochastic Poisson process driven by a Markov chain
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    intensity function
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    point process
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    filter equation
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    maximum likelihood ratio
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