Recursive estimation from discrete-time point processes

DOI10.1109/TIT.1976.1055577zbMath0333.93048OpenAlexW2161345557MaRDI QIDQ4099501

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

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Markov processes (60J99)

Related Items (15)

How to count and guess well: Discrete adaptive filters ⋮ Exact adaptive filters for Markov chains observed in Gaussian noise ⋮ On model order estimation for partially observed Markov chains ⋮ Traffic queue estimation ⋮ 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 ⋮ Recursive estimation for hidden Markov models: a dependent case ⋮ Risk-sensitive filtering and smoothing for hidden Markov models ⋮ Optimal Decoding of Dynamic Stimuli by Heterogeneous Populations of Spiking Neurons: A Closed-Form Approximation ⋮ Maximum likelihood estimation of Hawkes' self-exciting point processes ⋮ A Poisson Limit Theorem for Reliability Models Based on Markov Chains ⋮ Recursive filters for partially observable finite Markov chains ⋮ Discrete time filters for doubly stochastic poisson processes and other exponential noise models ⋮ A certainty equivalence principle based nonlinear separation control rule for random access channels: Stability and delay analysis ⋮ Recursive estimation of a discrete-time Markov chain

This page was built for publication: Recursive estimation from discrete-time point processes