Filtering and change point estimation for hidden Markov-modulated Poisson processes

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dc.contributor.authorElliott, R.
dc.contributor.authorSiu, T.
dc.date.issued2014
dc.description.abstractAbstract not available
dc.description.statementofresponsibilityRobert J. Elliott, Tak Kuen Siu
dc.identifier.citationApplied Mathematics Letters, 2014; 28:66-71
dc.identifier.doi10.1016/j.aml.2013.10.001
dc.identifier.issn0893-9659
dc.identifier.issn1873-5452
dc.identifier.urihttp://hdl.handle.net/2440/90137
dc.language.isoen
dc.publisherElsevier
dc.rightsCopyright © 2013 Elsevier Ltd. All rights reserved.
dc.source.urihttps://doi.org/10.1016/j.aml.2013.10.001
dc.subjectContinuous-time hidden Markov chain; Poisson processes; Reference probability approach; Filtering; Change-point estimation
dc.titleFiltering and change point estimation for hidden Markov-modulated Poisson processes
dc.typeJournal article
pubs.publication-statusPublished

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