Pages that link to "Item:Q5274121"
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The following pages link to General smoothing formulas for Markov-modulated Poisson observations (Q5274121):
Displaying 10 items.
- Filtering with marked point process observations via Poisson chaos expansion (Q360366) (← links)
- Markov modulated Poisson process associated with state-dependent marks and its applications to the deep earthquakes (Q421398) (← links)
- Insurance claims modulated by a hidden Brownian marked point process (Q659112) (← links)
- Inventory management with partially observed nonstationary demand (Q993707) (← links)
- Asset pricing using trading volumes in a hidden regime-switching environment (Q2013295) (← links)
- An HMM approach for optimal investment of an insurer (Q2864634) (← links)
- Finite Horizon Decision Timing with Partially Observable Poisson Processes (Q2904311) (← links)
- Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (I): Model and Estimation (Q4636365) (← links)
- Optimal hedging for fund and insurance managers with partially observable investment flows (Q4683056) (← links)
- Filtering and smoothing formulas of AR(<i>p</i>)-modulated Poisson processes (Q5086307) (← links)
