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

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Revision as of 06:34, 5 March 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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