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

Robert J. Elliott*, Tak Kuen Siu

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

10 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Filtering and change point estimation for hidden Markov-modulated Poisson processes'. Together they form a unique fingerprint.

Mathematics

Engineering & Materials Science