A Monte Carlo method for filtering a marked doubly stochastic Poisson process
DOI10.1007/S10260-007-0051-YzbMATH Open1184.62162DBLPjournals/sma/Varini08OpenAlexW2070817776WikidataQ58209938 ScholiaQ58209938MaRDI QIDQ1039969FDOQ1039969
Authors: Elisa Varini 
Publication date: 23 November 2009
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-007-0051-y
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Cites Work
- Sequential Monte Carlo Methods in Practice
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- Markov Chains
- Bayesian Methods for Hidden Markov Models
- On the unnormalized solution of the filtering problem with counting process observations
- Bayesian analysis of a marked point process: application in seismic hazard assessment
- State Space and Unobserved Component Models
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- Simulation of nonhomogeneous Poisson processes with log linear rate function
- Kalman filtering: with real-time applications.
- Finite state and discrete time approximation for filters.
Cited In (4)
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