Filtering with marked point process observations via Poisson chaos expansion
type: Item
instance of: scholarly article
title: Filtering with marked point process observations via Poisson chaos expansion
zbMATH Open document ID: 1269.93124
author: Yong Zeng
author: Shu Zhang
author: Wei Sun
published in: Applied Mathematics and Optimization
publication date: 2013-08-26T00:00:00Z
Mathematics Subject Classification ID: 93E11
zbMATH DE Number: 6201592
zbMATH Keywords: Poisson chaos expansion
zbMATH Keywords: filtering
zbMATH Keywords: marked point processes
zbMATH Keywords: random measures
zbMATH Keywords: ultra-high frequency data
MaRDI profile type: Publication
full work available at URL: s00245-012-9189-6
OpenAlex ID: W1974790100
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DOI: 10.1007/S00245-012-9189-6
description: scientific article; zbMATH DE number 6201592