Discretely observed Brownian motion governed by telegraph process: estimation (Q2283680): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: move / rank | |||
Normal rank | |||
Revision as of 19:30, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discretely observed Brownian motion governed by telegraph process: estimation |
scientific article |
Statements
Discretely observed Brownian motion governed by telegraph process: estimation (English)
0 references
13 January 2020
0 references
Markov process
0 references
dynamic programming
0 references
likelihood estimation
0 references
hidden Markov model
0 references
