Prediction and smoothing for partially observed Markov chains

DOI10.1016/0022-247X(75)90159-6zbMath0294.60057MaRDI QIDQ1212741

Mats Rudemo

Publication date: 1975

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Prediction theory (aspects of stochastic processes) (60G25)

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Explicit Forward Recursive Estimators for Markov Modulated Markov Processes, Likelihood Inference for Exponential-Trawl Processes, Dynamic estimation of queue behaviour in urban traffic, Filtering formulas and the ./M/1 queue in a quasireversible network

Cites Work

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• Smoothing for doubly stochastic Poisson processes