A Monte Carlo method for filtering a marked doubly stochastic Poisson process

Statistical Methods and Applications

Volumn 17, Issue 2, 2008, Pages 183-193

  Varini, Elisa ^a  

^a CNR   (Italy)

Author keywords

Monte Carlo integration; Non linear filter; Point processes; State space model

Indexed keywords

EID: 42449140163     PISSN: 16182510     EISSN: 1613981X     Source Type: Journal    
DOI: 10.1007/s10260-007-0051-y     Document Type: Article

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