On Bayes’ Formula for Doubly Stochastic Point Process on the Real Half-Line

DOI10.1080/02331889108802324zbMath0743.60049OpenAlexW4236145708MaRDI QIDQ3985827

Günter Last

Publication date: 27 June 1992

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889108802324

zbMATH Keywords

filteringmarked point processBayes' formula

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes (62M99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (1)

Filtering of derived point processes

Cites Work

• State estimation for Cox processes on general spaces
• Some remarks on conditional distributions for point processes
• State estimation for Cox processes with unknown probability law
• Point processes and queues. Martingale dynamics
• Martingales on Jump Processes. I: Representation Results
• Filtering and detection for doubly stochastic Poisson processes
• Doubly stochastic Poisson processes and process control

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