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We investigate the question of when sampling a stochastic process X = {X(t): t≥0} at the times of an independent point process ψ leads to the same empirical distribution as the time-average limiting d...
Sieve-based maximum likelihood estimator for almost periodic stochastic process models
Sieve-based maximum likelihood estimator almost periodic stochastic process models
2009/9/23
Sieve-based maximum likelihood estimator for almost periodic stochastic process models。
Filtering and parameter estimation for a jump stochastic process with discrete observations
Filtering parameter estimation discrete observations
2009/3/19
A compound Poisson process is considered. We estimate the current position of the stochastic process based on past discrete-time observations (non-linear discrete filtering problem) in Bayesian settin...