Exact filters for doubly stochastic AR models with conditionally Poisson observations (Q4506736)
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scientific article; zbMATH DE number 1518236
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact filters for doubly stochastic AR models with conditionally Poisson observations |
scientific article; zbMATH DE number 1518236 |
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Exact filters for doubly stochastic AR models with conditionally Poisson observations (English)
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17 October 2000
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nonlinear filters
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Poisson observations
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doubly stochastic auto-regressive process
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exact filters
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