A filtering problem with counting observations:error bounds due to the uncertainty on the infinitesimal parameters
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Publication:4354629
DOI10.1080/17442509708834113zbMATH Open0880.93054OpenAlexW2002924755MaRDI QIDQ4354629FDOQ4354629
Authors: Antonella Calzolari, Giovanna Nappo 
Publication date: 2 February 1998
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509708834113
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- JUMP PROCESSES UNDER PARTIAL OBSERVATIONS: FINITE STATE APPROXIMATION
- A filtering problem with counting observations: approximation with error bounds
- Heterogeneous population dynamical model: a filtering problem
- A deterministic discretisation-step upper bound for state estimation via Clark transformations
- Controlled Heterogeneous Collection: The Role of Occupation Numbers
- A filtering problem with uncertainty in observation
- Counting observations: A note on state estimation sensitivity with an \(L^1\)-bound
- Robust approximation in a filtering problem with real state space and counting observations
- AN ESTIMATE OF THE APPROXIMATION ERROR IN THE FILTERING OF A DISCRETE JUMP PROCESS
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