Filtering and smoothing formulas of AR(<i>p</i>)-modulated Poisson processes (Q5086307)
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scientific article; zbMATH DE number 7553267
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtering and smoothing formulas of AR(<i>p</i>)-modulated Poisson processes |
scientific article; zbMATH DE number 7553267 |
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Filtering and smoothing formulas of AR(<i>p</i>)-modulated Poisson processes (English)
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5 July 2022
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filtering
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Poisson observation
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closed-form expression
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reference probability
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autoregression model
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