Pages that link to "Item:Q4150424"

The following pages link to Martingales on Jump Processes. II: Applications (Q4150424):

Displaying 22 items.

• Filtering with marked point process observations via Poisson chaos expansion (Q360366) (← links)
• Error probability bounds for nuclear detection: improving accuracy through controlled mobility (Q472555) (← links)
• Nonlinear filtering of systems governed by Ito differential equations with jump parameters (Q1080553) (← links)
• Time reversal and stationarity of infinite-dimensional Markov birth-and- death processes (Q1105289) (← links)
• Estimation of Markov processes (Q1162978) (← links)
• Levy systems and absolutely continuous changes of measure for a jump process (Q1243517) (← links)
• Adaptive estimation of doubly stochastic Poisson processes (Q1243954) (← links)
• An alternative approach to nonlinear filtering (Q1246939) (← links)
• Interview with Anja Sattelmacher: between viewing and touching -- models and their materiality (Q2101901) (← links)
• Performance bounds for mismatched decision schemes with Poisson process observations (Q2258159) (← links)
• Piecewise constant martingales and lazy clocks (Q2296122) (← links)
• (Q3397659) (← links)
• Slochastic multicompartmental systems. a counting process approach for parameter estimation(°) (Q3713438) (← links)
• (Q3862174) (← links)
• Filtering formulas and the ./M/1 queue in a quasireversible network (Q3930433) (← links)
• Weak convergence of stochastic integrals related to counting processes (Q4107714) (← links)
• Random time changes for multivariate counting processes (Q4155576) (← links)
• Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (I): Model and Estimation (Q4636365) (← links)
• Nonparametric estimation of intensities of nonhomogeneous Poisson processes (Q4695026) (← links)
• The stochastic filtering problem: a brief historical account (Q5245610) (← links)
• The Filtering Equations Revisited (Q5374158) (← links)
• (Q5446386) (← links)