Adelaide Research & Scholarship
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https://hdl.handle.net/2440/90137
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| 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 |
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