Author:
Ceci Claudia,Gerardi Anna
Abstract
The paper is concerned with filtering the cardinality of a branching process observing the cardinality of a subpopulation. In this model, both the processes, state and observation are pure jump processes and may have common jump times. Preliminary properties are studied in the tree framework. A recursive structure for the filtering equation is proved in the supercritical case.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Reference17 articles.
1. On a New Approach to the Solution of the Nonlinear Filtering Equation of Jump Processes
2. Optimal control and filtering of the reproduction law of a branching process;Ceci;Acta Appl. Math.,1999
3. Une propriété forte de branchements;Ceci;C. R. Acad. Sci. Paris Math.,1992
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2 articles.
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