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Publication:3687552
zbMath0571.62077MaRDI QIDQ3687552
Publication date: 1984
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
nonhomogeneous Markov processfinite state spaceKalman-Bucy filtrationadditional random noisedoubly stochastic Poisson shotnoise processweak equivalence of stochastic processes
Inference from stochastic processes and prediction (62M20) Markov processes: estimation; hidden Markov models (62M05)