Adaptive estimation of doubly stochastic Poisson processes

DOI10.1016/0020-0255(77)90004-4zbMath0369.60060OpenAlexW2000093775MaRDI QIDQ1243954

Demetrios G. Lainiotis, Robert B. Asher

Publication date: 1977

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-0255(77)90004-4

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Stochastic processes (60G99) Prediction theory (aspects of stochastic processes) (60G25)

Cites Work

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• The modeling of randomly modulated jump processes
• Martingales on Jump Processes. I: Representation Results
• Martingales on Jump Processes. II: Applications
• Optimal Estimation in the Presence of Unknown Parameters
• Filtering and detection for doubly stochastic Poisson processes
• Regular point processes and their detection