Filtering of derived point processes

DOI10.1016/0304-4149(94)90139-2zbMath0810.60042OpenAlexW4212774181MaRDI QIDQ1316603

Günter Last

Publication date: 4 April 1995

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

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90139-2

zbMATH Keywords

thinningpoint processfilteringsemi-Markov processMarkov renewal equation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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• Point processes and queues. Martingale dynamics
• Filtering the histories of a partially observed marked point process
• State estimation for partially observed Markov chains
• On Bayes’ Formula for Doubly Stochastic Point Process on the Real Half-Line
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• Martingales on Jump Processes. I: Representation Results
• Filtering of Markov renewal queues, IV: Flow processes in feedback queues
• Markov renewal theory
• Filtering and detection for doubly stochastic Poisson processes
• Doubly stochastic Poisson processes and process control

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