Discretely observed Brownian motion governed by telegraph process: estimation (Q2283680): Difference between revisions

@@ Property / DOI @@
-.1007/s11009-017-9547-6
@@ Property / DOI: 10.1007/s11009-017-9547-6 / rank @@
-Normal rank
@@ Property / describes a project that uses @@
+move
@@ Property / describes a project that uses: move / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+BBMM
@@ Property / describes a project that uses: BBMM / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11009-017-9547-6
+Normal rank
@@ Property / OpenAlex ID @@
+W2585393924
@@ Property / OpenAlex ID: W2585393924 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3260041
@@ Property / cites work: Q3260041 / rank @@
+Normal rank
@@ Property / cites work @@
+Inference in hidden Markov models.
@@ Property / cites work: Inference in hidden Markov models. / rank @@
+Normal rank
@@ Property / cites work @@
+Simulation of first-passage times for alternating Brownian motions
+Normal rank
@@ Property / cites work @@
+Mathematical and Statistical Methods for Actuarial Sciences and Finance
+Normal rank
@@ Property / cites work @@
+On prices' evolutions based on geometric telegrapher's process
+Normal rank
@@ Property / cites work @@
+Probability law and flow function of Brownian motion driven by a generalized telegraph process
+Normal rank
@@ Property / cites work @@
+Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
+Normal rank
@@ Property / cites work @@
+Telegraph processes and option pricing
@@ Property / cites work: Telegraph processes and option pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Theoretical Considerations of Routine Maintenance
@@ Property / cites work: Theoretical Considerations of Routine Maintenance / rank @@
+Normal rank
@@ Property / cites work @@
+First-exit times for increasing compound processes
+Normal rank
@@ Property / cites work @@
+Telegraph processes with random velocities
@@ Property / cites work: Telegraph processes with random velocities / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized integrated telegraph processes and the distribution of related stopping times
+Normal rank
@@ Property / DOI @@
+.1007/S11009-017-9547-6
@@ Property / DOI: 10.1007/S11009-017-9547-6 / rank @@
+Normal rank