Filtering with marked point process observations via Poisson chaos expansion

Cites Work

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Cited In (5)

A Monte Carlo Approach to Filtering for a Class of Marked Doubly Stochastic Poisson Processes
Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (I): Model and Estimation
Filtering the histories of a partially observed marked point process
Filtrage d'une diffusion reflechie a sauts, observee a travers un processus ponctuel marque
Filtering of derived point processes

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