On estimation for Brownian motion governed by telegraph process with multiple off states (Q124045)

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

Statements

3 June 2018
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18 January 2021
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stat.ME
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math.PR
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On estimation for Brownian motion governed by telegraph process with multiple off states (English)
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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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