Likelihood Inference for Exponential-Trawl Processes (Q2956055)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood Inference for Exponential-Trawl Processes |
scientific article |
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Likelihood Inference for Exponential-Trawl Processes (English)
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16 January 2017
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integer-valued process
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trawl process
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Poisson random measure
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hidden Markov process
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maximum likelihood estimate
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filtering and smoothing
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EM algorithm
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0.88698894
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0.8764334
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0.86772263
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0.8591044
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0.85865813
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0.8584244
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0.8574942
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