A filtering problem with counting observations:error bounds due to the uncertainty on the infinitesimal parameters (Q4354629)
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scientific article; zbMATH DE number 1061910
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| English | A filtering problem with counting observations:error bounds due to the uncertainty on the infinitesimal parameters |
scientific article; zbMATH DE number 1061910 |
Statements
A filtering problem with counting observations:error bounds due to the uncertainty on the infinitesimal parameters (English)
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2 February 1998
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robustness
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coupling of Markov chains
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sensitivity
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filter
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counting process
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jump Markov process
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0.95372844
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0.89306206
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0.8855754
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0.86020947
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0.8523925
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0.8519881
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