Discretely observed Brownian motion governed by telegraph process: estimation (Q2283680): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discretely observed Brownian motion governed by telegraph process: estimation |
scientific article |
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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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