Robust filtering algorithm for Markov jump processes with high-frequency counting observations (Q827960)
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scientific article; zbMATH DE number 7294435
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust filtering algorithm for Markov jump processes with high-frequency counting observations |
scientific article; zbMATH DE number 7294435 |
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Robust filtering algorithm for Markov jump processes with high-frequency counting observations (English)
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14 January 2021
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Markov jump process
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multivariant point process
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diffusion approximation
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robust filtering algorithm
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