Parameter estimation for point processes with partial observations: A filtering approach (Q1057022)
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| Language | Label | Description | Also known as |
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| English | 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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