A filtering problem with counting observations:error bounds due to the uncertainty on the infinitesimal parameters (Q4354629)
From MaRDI portal
scientific article; zbMATH DE number 1061910
Language | Label | Description | Also known as |
---|---|---|---|
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)
0 references
2 February 1998
0 references
robustness
0 references
coupling of Markov chains
0 references
sensitivity
0 references
filter
0 references
counting process
0 references
jump Markov process
0 references