Parametric estimation for the standard and geometric telegraph process observed at discrete times (Q623490): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3124839258 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: math/0607633 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: On prices' evolutions based on geometric telegrapher's process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4845603 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hyperbolic distributions in finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximate discrete-time schemes for statistics of diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Properties of the telegrapher's random process with or without a trap / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical analysis of the inhomogeneous telegrapher's process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation for the discretely observed telegraph process / rank
 
Normal rank
Property / cites work
 
Property / cites work: A stochastic model related to the telegrapher's equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical inference for spatial Poisson processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3215519 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A link between wave governed random motions and ruin processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4905685 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchhoff's laws / rank
 
Normal rank
Property / cites work
 
Property / cites work: Motions with reflecting and absorbing barriers driven by the telegraph equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A jump telegraph model for option pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Prediction‐based estimating functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Telegraph processes with random velocities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of noisy telegraph processes: Nonlinear filtering versus nonlinear smoothing (Corresp.) / rank
 
Normal rank

Latest revision as of 17:17, 3 July 2024

scientific article
Language Label Description Also known as
English
Parametric estimation for the standard and geometric telegraph process observed at discrete times
scientific article

    Statements

    Parametric estimation for the standard and geometric telegraph process observed at discrete times (English)
    0 references
    5 February 2011
    0 references
    telegraph process
    0 references
    discretely observed process
    0 references
    inference for stochastic processes
    0 references

    Identifiers