On Binomial Observations of Continuous-Time Markovian Population Models

DOI10.1239/JAP/1437658609zbMath1323.60101OpenAlexW1563223341MaRDI QIDQ2949848

Robert J. Elliott, Ali Eshragh, Nigel G. Bean, Joshua V. Ross

Publication date: 2 October 2015

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1437658609

zbMATH Keywords

filteringbinomial observationssimple birth processcontinuous-time Markovian population model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Population dynamics (general) (92D25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Continuous-time Markov processes on discrete state spaces (60J27) Applications of continuous-time Markov processes on discrete state spaces (60J28)

Cites Work

• A filtering approach to tracking volatility from prices observed at random times
• Fisher Information for a partially observable simple birth process
• Modelling Biological Populations in Space and Time
• Markov Chains
• A Partially Observed Model for Micromovement of Asset Prices with Bayes Estimation via Filtering
• Vaccination programmes for rare infectious diseases
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