Estimation of the Rate of a Discrete-Time Multivariate Point Process.

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dc.contributor.authorGubner, John A.en_US
dc.contributor.authorNarayan, P.en_US
dc.contributor.departmentISRen_US
dc.date.accessioned2007-05-23T09:34:32Z
dc.date.available2007-05-23T09:34:32Z
dc.date.issued1985en_US
dc.description.abstractWe introduce the notion of a discrete-time multivariate point process which can arise in the modeling of an optical communication system. We wish to estimate the rate of this process at time t given the past of the process up to time t-l. This requires the computation of a certain conditional expectation: we perform this computation by introducing an absolutely continuous change of measure and then applying the generalized Bayes' rule.en_US
dc.format.extent227127 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/1903/4415
dc.language.isoen_USen_US
dc.relation.ispartofseriesISR; TR 1985-42en_US
dc.titleEstimation of the Rate of a Discrete-Time Multivariate Point Process.en_US
dc.typeTechnical Reporten_US

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