Estimation of parameters of a compound Poisson process

DOI10.1023/B:JOTH.0000009360.89264.8EzbMath1211.62147OpenAlexW2014143798MaRDI QIDQ1781323

P. N. Sapoyhnikov

Publication date: 23 June 2005

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:joth.0000009360.89264.8e

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)

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