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

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q3260041 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference in hidden Markov models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulation of first-passage times for alternating Brownian motions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mathematical and Statistical Methods for Actuarial Sciences and Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: On prices' evolutions based on geometric telegrapher's process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probability law and flow function of Brownian motion driven by a generalized telegraph process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives / rank
 
Normal rank
Property / cites work
 
Property / cites work: Telegraph processes and option pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theoretical Considerations of Routine Maintenance / rank
 
Normal rank
Property / cites work
 
Property / cites work: First-exit times for increasing compound processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Telegraph processes with random velocities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized integrated telegraph processes and the distribution of related stopping times / rank
 
Normal rank

Latest revision as of 11:04, 21 July 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
    0 references
    13 January 2020
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Markov process
    0 references
    dynamic programming
    0 references
    likelihood estimation
    0 references
    hidden Markov model
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references