scientific article; zbMATH DE number 3911532

zbMATH Open0571.62077MaRDI QIDQ3687552FDOQ3687552

Authors: Věra Lánská 

Publication date: 1984

Title of this publication is not available (Why is that?)

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zbMATH Keywords

nonhomogeneous Markov processfinite state spaceKalman-Bucy filtrationadditional random noisedoubly stochastic Poisson shotnoise processweak equivalence of stochastic processes

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes and prediction (62M20)

Cited In (11)

• Simulations of Some Doubly Stochastic Poisson Point Processes
• Estimation of the Rate of a Doubly Stochastic Time-Space Poisson Process
• Maximum likelihood estimation for doubly stochastic poisson processes with partial observations
• Exact filters for doubly stochastic AR models with conditionally Poisson observations
• Inference for shot noise
• Estimation and filtering on a doubly stochastic poisson process
• Fixed relative precision estimators of growth rate for compound Poisson and Lévy processes
• Estimating doubly stochastic Poisson process with affine intensities by Kalman filter
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• Evaluation of the states of a stepwise varying flux of events with incomplete observability

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