A Monte Carlo method for filtering a marked doubly stochastic Poisson process (Q1039969)

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scientific article; zbMATH DE number 5637260
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A Monte Carlo method for filtering a marked doubly stochastic Poisson process
scientific article; zbMATH DE number 5637260

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    A Monte Carlo method for filtering a marked doubly stochastic Poisson process (English)
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    23 November 2009
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    state-space model
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    point processes
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    non-linear filter
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    Monte Carlo integration
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