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