Estimating doubly stochastic Poisson process with affine intensities by Kalman filter
Crossref DOI link: https://doi.org/10.1007/s00362-014-0606-6
Published Online: 2014-07-10
Published Print: 2015-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
De Genaro, Alan
Simonis, Adilson
Text and Data Mining valid from 2014-07-10