Occupancy numbers for dynamic heterogeneous populations: Estimate of particles lifetimes

DOI10.1016/J.JSPI.2006.05.020MaRDI QIDQ997302zbMATH OpenOpenAlexFDO

Authors Paola Tardelli

Publication date 23 July 2007

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2006.05.020

zbMATH Keywords

exchangeabilityheterogeneous populationsjump processesstochastic filtering

Mathematics Subject Classification ID

Exchangeability for stochastic processes (60G09) Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of stochastic analysis (to PDEs, etc.) (60H30) Reliability and life testing (62N05)

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Cites work

• Counting observations: A note on state estimation sensitivity with an L^1-bound
• Exchangeable mixture models for lifetimes: the role of ``occupation numbers.
• Filtering equations for the conditional law of residual lifetimes from a heterogeneous population
• Filtering the histories of a partially observed marked point process
• Heterogeneous population dynamical model: a filtering problem
• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
• scientific article; zbMATH DE number 3656855 (Why is no real title available?)
• scientific article; zbMATH DE number 53999 (Why is no real title available?)
• Martingale problems for conditional distributions of Markov processes
• Unique characterization of conditional distributions in nonlinear filtering

Cited in

(7)

• Credit risk in an economy with new firms arrivals
• scientific article; zbMATH DE number 6007958 (Why is no real title available?)
• Conditional law of lifetimes for a heterogeneous population of living particles via filtering techniques
• Filtering equations for the conditional law of residual lifetimes from a heterogeneous population
• Probabilistic prediction of credit ratings: a filtering approach
• Heterogeneous population dynamical model: a filtering problem
• Occupancy statistics arising from weighted particle rearrangements

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