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

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Property / DOI: 10.1007/s11009-017-9547-6 / rank
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Latest revision as of 22:19, 27 December 2024

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Discretely observed Brownian motion governed by telegraph process: estimation
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    Discretely observed Brownian motion governed by telegraph process: estimation (English)
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    13 January 2020
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    Markov process
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    dynamic programming
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    likelihood estimation
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    hidden Markov model
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