Counting observations: A note on state estimation sensitivity with an \(L^1\)-bound

DOI10.1007/S00245-001-0018-6zbMath0983.60029OpenAlexW2089393085MaRDI QIDQ5943602

Antonella Calzolari, Giovanna Nappo

Publication date: 2001

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-001-0018-6

zbMATH Keywords

robustnesssmoothingfilteringjump processescouplingcounting processes

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric robustness (62G35) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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