Martingales on Jump Processes. II: Applications
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(21)- Nonlinear filtering of systems governed by Ito differential equations with jump parameters
- Time reversal and stationarity of infinite-dimensional Markov birth-and- death processes
- Estimation of Markov processes
- Levy systems and absolutely continuous changes of measure for a jump process
- Adaptive estimation of doubly stochastic Poisson processes
- An alternative approach to nonlinear filtering
- Interview with Anja Sattelmacher: between viewing and touching -- models and their materiality
- Performance bounds for mismatched decision schemes with Poisson process observations
- Piecewise constant martingales and lazy clocks
- Filtering with marked point process observations via Poisson chaos expansion
- Slochastic multicompartmental systems. a counting process approach for parameter estimation(°)
- scientific article; zbMATH DE number 3664110 (Why is no real title available?)
- Filtering formulas and the ./M/1 queue in a quasireversible network
- Weak convergence of stochastic integrals related to counting processes
- Random time changes for multivariate counting processes
- Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (I): Model and Estimation
- Nonparametric estimation of intensities of nonhomogeneous Poisson processes
- Error probability bounds for nuclear detection: improving accuracy through controlled mobility
- The stochastic filtering problem: a brief historical account
- The filtering equations revisited
- \(M\)-estimation in nonlinear regression for longitudinal data
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