Filtering, Prediction and Smoothing for Counting Process Observations, a Martingale Approach

J. H. Van Schuppen

doi:10.1137/0132045

journal article May 01, 1977

Filtering, Prediction and Smoothing for Counting Process Observations, a Martingale Approach

J. H. Van Schuppen

SIAM Journal on Applied Mathematics Vol. 32 No. 3 pp. 552-570 · Society for Industrial & Applied Mathematics (SIAM)

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Details

Published: May 01, 1977
Vol/Issue: 32(3)
Pages: 552-570

Authors

J

J. H. Van Schuppen

Cite This Article

J. H. Van Schuppen (1977). Filtering, Prediction and Smoothing for Counting Process Observations, a Martingale Approach. SIAM Journal on Applied Mathematics, 32(3), 552-570. https://doi.org/10.1137/0132045

Filtering, Prediction and Smoothing for Counting Process Observations, a Martingale Approach

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