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

Elliott, R.Siu, T.2015-03-242015-03-242014Applied Mathematics Letters, 2014; 28:66-710893-96591873-5452http://hdl.handle.net/2440/90137Abstract not availableenCopyright © 2013 Elsevier Ltd. All rights reserved.Continuous-time hidden Markov chain; Poisson processes; Reference probability approach; Filtering; Change-point estimationFiltering and change point estimation for hidden Markov-modulated Poisson processesJournal article002013349110.1016/j.aml.2013.10.0010003285242000132-s2.0-8488832854617063