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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A filtering problem with counting observations:error bounds due to the uncertainty on the infinitesimal parameters
scientific article; zbMATH DE number 1061910

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    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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