Filtering and change point estimation for hidden Markov-modulated Poisson processes (Q2345286)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Filtering and change point estimation for hidden Markov-modulated Poisson processes |
scientific article; zbMATH DE number 6437040
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Filtering and change point estimation for hidden Markov-modulated Poisson processes |
scientific article; zbMATH DE number 6437040 |
Statements
Filtering and change point estimation for hidden Markov-modulated Poisson processes (English)
0 references
19 May 2015
0 references
continuous-time hidden Markov chain
0 references
Poisson processes
0 references
reference probability approach
0 references
filtering
0 references
change-point estimation
0 references
0.9084447
0 references
0.90683895
0 references
0.9058276
0 references
0.90497637
0 references
0.89504135
0 references
0.8907636
0 references
0.88425535
0 references
0.88395965
0 references
