On Binomial Observations of Continuous-Time Markovian Population Models
From MaRDI portal
Publication:2949848
DOI10.1239/jap/1437658609zbMath1323.60101MaRDI QIDQ2949848
Robert J. Elliott, Ali Eshragh, Nigel G. Bean, Joshua V. Ross
Publication date: 2 October 2015
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1437658609
62M20: Inference from stochastic processes and prediction
62M09: Non-Markovian processes: estimation
62M05: Markov processes: estimation; hidden Markov models
92D25: Population dynamics (general)
60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
60J27: Continuous-time Markov processes on discrete state spaces
60J28: Applications of continuous-time Markov processes on discrete state spaces
Cites Work
- A filtering approach to tracking volatility from prices observed at random times
- Fisher Information for a partially observable simple birth process
- Modelling Biological Populations in Space and Time
- Markov Chains
- A Partially Observed Model for Micromovement of Asset Prices with Bayes Estimation via Filtering
- Vaccination programmes for rare infectious diseases
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
