"Filtering and smoothing formulas of AR(p)-modulated Poisson processes."

Qihong Duan, Junrong Liu (2020)

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DOI: 10.1080/03610918.2018.1501483

access: closed

type: Journal Article

metadata version: 2022-10-02

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Qihong Duan, Junrong Liu:
Filtering and smoothing formulas of AR(p)-modulated Poisson processes. Commun. Stat. Simul. Comput. 49(6): 1575-1591 (2020)

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