Likelihood Inference for Exponential-Trawl Processes (Q2956055)
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English | Likelihood Inference for Exponential-Trawl Processes |
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Likelihood Inference for Exponential-Trawl Processes (English)
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16 January 2017
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integer-valued process
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trawl process
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Poisson random measure
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hidden Markov process
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maximum likelihood estimate
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filtering and smoothing
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EM algorithm
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