Discrete–time nonlinear filtering with marked point process observations: ii. risk–sensitive filters
From MaRDI portal
Publication:4949464
DOI10.1080/07362990008809667zbMath0983.62066MaRDI QIDQ4949464
No author found.
Publication date: 25 April 2002
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990008809667
62M20: Inference from stochastic processes and prediction
60G35: Signal detection and filtering (aspects of stochastic processes)
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
Related Items
Cites Work