Pages that link to "Item:Q3881644"
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The following pages link to Recursive nonlinear estimation of a diffusion acting as the rate of an observed Poisson process (Q3881644):
Displayed 14 items.
- Functional estimation of the random rate of a Cox process (Q430885) (← links)
- On the characteristic functional of a doubly stochastic Poisson process: Application to a narrow-band process (Q924757) (← links)
- Modelling the mean of a doubly stochastic Poisson process by functional data analysis (Q959350) (← links)
- Low dimensional filters for a class of finite state estimation problems with Poisson observations (Q1159177) (← links)
- Suboptimal nonlinear filtering of the rate of an observed point process (Q1324259) (← links)
- Recursive estimation of a discrete-time Markov chain (Q1324260) (← links)
- EXPLICIT COMPUTATIONS FOR A FILTERING PROBLEM WITH POINT PROCESS OBSERVATIONS WITH APPLICATIONS TO CREDIT RISK (Q3100886) (← links)
- Functional Principal Component Modelling of the Intensity of a Doubly Stochastic Poisson Process (Q3298710) (← links)
- Bayesian Filtering in Spiking Neural Networks: Noise, Adaptation, and Multisensory Integration (Q3628012) (← links)
- An alternative approach to non-linear filtering : jump process observations† (Q3932693) (← links)
- Discrete time filters for doubly stochastic poisson processes and other exponential noise models (Q4269862) (← links)
- On the estimation of the stochastic intensity and the parameters of neyman-scott trigger processes (Q4723093) (← links)
- Estimating a State-Space Model from Point Process Observations (Q4816941) (← links)
- Online Variational Inference for State-Space Models with Point-Process Observations (Q5198612) (← links)