Estimating the observation parameters of a switching Poisson stream at random moments

DOI10.1007/BF01095751zbMath0779.62065MaRDI QIDQ684662

I. V. Preobrazhenskaya, Vladimir V. Anisimov

Publication date: 26 September 1993

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimatorsPoisson processesergodic process

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

Cites Work

• Unnamed Item
• Asymptotic behavior of solutions of some classes of stochastic equations and their applications to statistical problems

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