scientific article; zbMATH DE number 2133112
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Publication:3160503
Signal detection and filtering (aspects of stochastic processes) (60G35) Continuous-time Markov processes on discrete state spaces (60J27) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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