A partially observed Poisson process

DOI10.1016/0304-4149(82)90047-3zbMath0482.60050MaRDI QIDQ1162759

Alan F. Karr

Publication date: 1982

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(82)90047-3

zbMATH Keywords

parameter estimation; limit theorem; semi-Markov process; Poisson random measure; alternating renewal process; associated predictable process; derived random measure

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93E10: Estimation and detection in stochastic control theory

60G35: Signal detection and filtering (aspects of stochastic processes)

60K15: Markov renewal processes, semi-Markov processes

60G57: Random measures

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

60K05: Renewal theory

Related Items

Estimation and reconstruction for zero-one Markov processes, State estimation for Cox processes on general spaces, Stable marked point processes

Cites Work

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• Markov renewal theory
• Filtering and detection for doubly stochastic Poisson processes
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• On the Equidistribution of Sums of Independent Random Variables
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