A Monte Carlo Approach to Filtering for a Class of Marked Doubly Stochastic Poisson Processes (Q3434218)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Monte Carlo Approach to Filtering for a Class of Marked Doubly Stochastic Poisson Processes |
scientific article |
Statements
A Monte Carlo Approach to Filtering for a Class of Marked Doubly Stochastic Poisson Processes (English)
0 references
23 April 2007
0 references
Cox process
0 references
marked point process
0 references
Monte Carlo EM
0 references
reversible-jump Markov chain Monte Carlo
0 references
shot noise process
0 references
ulta-high-frequency data
0 references
