On estimation for Brownian motion governed by telegraph process with multiple off states (Q2218846): Difference between revisions

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scientific article
scientific article; zbMATH DE number 7297557

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scientific article; zbMATH DE number 7297557
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On estimation for Brownian motion governed by telegraph process with multiple off states
scientific article; zbMATH DE number 7297557

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    On estimation for Brownian motion governed by telegraph process with multiple off states (English)
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    18 January 2021
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    forward algorithm
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    likelihood estimation
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    Markov process
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    occupation time
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