Filtering, Prediction and Smoothing for Counting Process Observations, a Martingale Approach
- 1 May 1977
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Applied Mathematics
- Vol. 32 (3) , 552-570
- https://doi.org/10.1137/0132045
Abstract
No abstract availableThis publication has 8 references indexed in Scilit:
- Martingales on Jump Processes. II: ApplicationsSIAM Journal on Control, 1975
- Statistical Analysis of Dynamic Tracer DataIEEE Transactions on Biomedical Engineering, 1973
- Smoothing for doubly stochastic Poisson processesIEEE Transactions on Information Theory, 1972
- Capacités et processus stochastiquesPublished by Springer Nature ,1972
- Filtering and detection for doubly stochastic Poisson processesIEEE Transactions on Information Theory, 1972
- Quelques applications de la formule de changement de variables pour les semimartingalesProbability Theory and Related Fields, 1970
- On the optimal filtering of diffusion processesProbability Theory and Related Fields, 1969
- On Square Integrable MartingalesNagoya Mathematical Journal, 1967