Algorithm for the exact likelihood of a counting process (Q3776451)

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scientific article; zbMATH DE number 4036990
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    Algorithm for the exact likelihood of a counting process
    scientific article; zbMATH DE number 4036990

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      Algorithm for the exact likelihood of a counting process (English)
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      1987
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      Poisson-gamma filter
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      exact maximum likelihood estimates
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      counting process model
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      Adaptive estimation
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      nonlinear intensity
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      Discrete-time models
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      unequally-spaced data
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