Estimating doubly stochastic Poisson process with affine intensities by Kalman filter (Q2516623)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating doubly stochastic Poisson process with affine intensities by Kalman filter |
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Estimating doubly stochastic Poisson process with affine intensities by Kalman filter (English)
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3 August 2015
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doubly stochastic Poisson process
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affine diffusion
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Kalman filter
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order book
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