Discretely observed Brownian motion governed by telegraph process: estimation (Q2283680)
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scientific article; zbMATH DE number 7150222
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| English | Discretely observed Brownian motion governed by telegraph process: estimation |
scientific article; zbMATH DE number 7150222 |
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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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0.8493198752403259
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0.7187963724136353
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0.7106969952583313
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0.7083343863487244
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