Change point estimation for continuous-time hidden Markov models
type: Item
instance of: scholarly article
title: Change point estimation for continuous-time hidden Markov models
zbMATH Open document ID: 1259.93111
author: Robert J. Elliott
author: Jia Deng
published in: Systems \& Control Letters
publication date: 2013-03-06T00:00:00Z
Mathematics Subject Classification ID: 93E10
zbMATH DE Number: 6142226
zbMATH Keywords: continuous-time hidden Markov model
zbMATH Keywords: Girsanov theorem
zbMATH Keywords: change point
MaRDI profile type: Publication
full work available at URL: j.sysconle.2012.11.007
OpenAlex ID: W2063650253
DOI: 10.1016/J.SYSCONLE.2012.11.007
description: scientific article; zbMATH DE number 6142226