Recursive estimation from discrete-time point processes
DOI10.1109/TIT.1976.1055577zbMATH Open0333.93048OpenAlexW2161345557MaRDI QIDQ4099501FDOQ4099501
Authors: Adrian Segall 
Publication date: 1976
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tit.1976.1055577
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal detection and filtering (aspects of stochastic processes) (60G35) Markov processes (60J99) Estimation and detection in stochastic control theory (93E10)
Cited In (15)
- A Poisson Limit Theorem for Reliability Models Based on Markov Chains
- Recursive estimation of a discrete-time Markov chain
- Risk-sensitive filtering and smoothing for hidden Markov models
- Discrete time filters for doubly stochastic poisson processes and other exponential noise models
- Recursive filters for partially observable finite Markov chains
- How to count and guess well: Discrete adaptive filters
- Exact adaptive filters for Markov chains observed in Gaussian noise
- Optimal Decoding of Dynamic Stimuli by Heterogeneous Populations of Spiking Neurons: A Closed-Form Approximation
- An image-based filter for discrete-time Markovian jump linear systems
- Passage-detector-based traffic queue estimation in intelligent transportation systems: A computational study of competing algorithms
- Maximum likelihood estimation of Hawkes' self-exciting point processes
- On model order estimation for partially observed Markov chains
- Traffic queue estimation
- Recursive estimation for hidden Markov models: a dependent case
- A certainty equivalence principle based nonlinear separation control rule for random access channels: Stability and delay analysis
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