Smoothing for doubly stochastic Poisson processes

DOI10.1109/TIT.1972.1054894MaRDI QIDQ5686735zbMATH OpenFDO

Authors Donald L. Snyder

Publication date 1972

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TIT.1972.1054894

Mathematics Subject Classification ID

Stochastic processes (60G99)

Cited in

(7)

• Prediction and smoothing for partially observed Markov chains
• Random point processes and martingales
• Three approaches to sequential analysis and one to hidden Markov processes
• Estimation: A brief survey
• Smoothing algorithms for nonlinear finite-dimensional systems
• On the smoothing estimation problem for the intensity of a DSMPP
• Maximum likelihood estimation of Hawkes' self-exciting point processes

This page was built for publication: Smoothing for doubly stochastic Poisson processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5686735)