Filtering and change point estimation for hidden Markov-modulated Poisson processes (Q2345286)
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scientific article; zbMATH DE number 6437040
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| English | Filtering and change point estimation for hidden Markov-modulated Poisson processes |
scientific article; zbMATH DE number 6437040 |
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Filtering and change point estimation for hidden Markov-modulated Poisson processes (English)
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19 May 2015
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continuous-time hidden Markov chain
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Poisson processes
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reference probability approach
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filtering
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change-point estimation
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0.9084447
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0.90683895
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0.9058276
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0.90497637
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0.89504135
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0.8907636
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0.88425535
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0.88395965
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