Please use this identifier to cite or link to this item:
https://hdl.handle.net/2440/90137
Citations | ||
Scopus | Web of Science® | Altmetric |
---|---|---|
?
|
?
|
Type: | Journal article |
Title: | Filtering and change point estimation for hidden Markov-modulated Poisson processes |
Author: | Elliott, R. Siu, T. |
Citation: | Applied Mathematics Letters, 2014; 28:66-71 |
Publisher: | Elsevier |
Issue Date: | 2014 |
ISSN: | 0893-9659 1873-5452 |
Statement of Responsibility: | Robert J. Elliott, Tak Kuen Siu |
Abstract: | Abstract not available |
Keywords: | Continuous-time hidden Markov chain; Poisson processes; Reference probability approach; Filtering; Change-point estimation |
Rights: | Copyright © 2013 Elsevier Ltd. All rights reserved. |
DOI: | 10.1016/j.aml.2013.10.001 |
Published version: | http://dx.doi.org/10.1016/j.aml.2013.10.001 |
Appears in Collections: | Aurora harvest 7 Mathematical Sciences publications |
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.