A partially observed Poisson process

DOI10.1016/0304-4149(82)90047-3zbMath0482.60050OpenAlexW1971664313MaRDI QIDQ1162759

Alan F. Karr

Publication date: 1982

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(82)90047-3

zbMATH Keywords

parameter estimationlimit theoremsemi-Markov processPoisson random measurealternating renewal processassociated predictable processderived random measure

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Markov renewal processes, semi-Markov processes (60K15) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05)

Related Items (3)

Estimation and reconstruction for zero-one Markov processes ⋮ State estimation for Cox processes on general spaces ⋮ Stable marked point processes

Cites Work

• Derived random measures
• Classical limit theorems for measure-valued Markov processes
• On Transient Markov Processes with a Countable Number of States and Stationary Transition Probabilities
• On certain sojourn time problems in the theory of stochastic processes
• Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage
• Markov renewal theory
• Filtering and detection for doubly stochastic Poisson processes
• Conditional Poisson processes
• On the Equidistribution of Sums of Independent Random Variables
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