Filtering and change point estimation for hidden Markov-modulated Poisson processes (Q2345286)

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Filtering and change point estimation for hidden Markov-modulated Poisson processes
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    Filtering and change point estimation for hidden Markov-modulated Poisson processes (English)
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    19 May 2015
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    continuous-time hidden Markov chain
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    Poisson processes
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    reference probability approach
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    filtering
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    change-point estimation
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