Filters and smoothers for self-exciting Markov modulated counting processes (Q6246735)

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scientific article; zbMATH DE number 900172671
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Filters and smoothers for self-exciting Markov modulated counting processes
scientific article; zbMATH DE number 900172671

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    25 November 2013
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    q-fin.CP
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    math.PR
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    q-fin.TR
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    stat.OT
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