A poisson process whose rate is a hidden Markov process

DOI10.2307/1426731zbMath0485.60069OpenAlexW4244404336MaRDI QIDQ3945336

Lawrence A. Shepp, Daniel S. Freed

Publication date: 1982

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1426731

zbMATH Keywords

likelihood ratiodoubly stochastichidden rate

Mathematics Subject Classification ID

Special processes (60K99) Markov processes (60J99)

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