On estimation for Brownian motion governed by telegraph process with multiple off states (Q124045): Difference between revisions

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@@ aliases / en / 0 / aliases / en / 0 @@
+On estimation for Brownian motion governed by telegraph process with multiple off states
@@ description / en / description / en @@
-scientific article from arXiv
+scientific article; zbMATH DE number 7297557
@@ Property / publication date @@
+January 2021Timestamp +2021-01-18T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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++2021-01-18T00:00:00Z
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++00:00
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@@ Property / publication date: 18 January 2021 / rank @@
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+Yanyan Li
@@ Property / author: Yanyan Li / rank @@
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@@ Property / DOI @@
+.1007/s11009-020-09774-1
@@ Property / DOI: 10.1007/s11009-020-09774-1 / rank @@
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@@ Property / title @@
+On estimation for Brownian motion governed by telegraph process with multiple off states (English)
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+.62247
@@ Property / zbMATH Open document ID: 1457.62247 / rank @@
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+Methodology and Computing in Applied Probability
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+https://arxiv.org/abs/1806.00849
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+forward algorithm
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+likelihood estimation
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+Generalized Telegraph Process with Random Delays
@@ Property / cites work: Generalized Telegraph Process with Random Delays / rank @@
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@@ Property / cites work @@
+Inference in hidden Markov models.
@@ Property / cites work: Inference in hidden Markov models. / rank @@
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+Parametric estimation for the standard and geometric telegraph process observed at discrete times
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+Estimation for the discretely observed telegraph process
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+Telegraph processes and option pricing
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+Q3825957
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+Markov Chains
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+Telegraph processes with random velocities
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+How animals move along? Exactly solvable model of superdiffusive spread resulting from animal's decision making
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+Generalized integrated telegraph processes and the distribution of related stopping times
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+Q3165897
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+Hidden Markov Models for Time Series
@@ Property / cites work: Hidden Markov Models for Time Series / rank @@
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Revision as of 08:10, 24 July 2024

scientific article; zbMATH DE number 7297557

On estimation for Brownian motion governed by telegraph process with multiple off states

Language	Label	Description	Also known as
English	On estimation for Brownian motion governed by telegraph process with multiple off states	scientific article; zbMATH DE number 7297557	On estimation for Brownian motion governed by telegraph process with multiple off states