Adaptive estimation of doubly stochastic Poisson processes
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Publication:1243954
DOI10.1016/0020-0255(77)90004-4zbMath0369.60060OpenAlexW2000093775MaRDI QIDQ1243954
Demetrios G. Lainiotis, Robert B. Asher
Publication date: 1977
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0020-0255(77)90004-4
Markov processes: estimation; hidden Markov models (62M05) Stochastic processes (60G99) Prediction theory (aspects of stochastic processes) (60G25)
Cites Work
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- Martingales on Jump Processes. I: Representation Results
- Martingales on Jump Processes. II: Applications
- Optimal Estimation in the Presence of Unknown Parameters
- Filtering and detection for doubly stochastic Poisson processes
- Regular point processes and their detection