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

DOI10.48550/arXiv.1806.00849zbMath1457.62247arXiv1806.00849WikidataQ126314765 ScholiaQ126314765MaRDI QIDQ124045

Unnamed Author, Unnamed Author, Chaoran Hu, Thomas Meyer, L. Mark Elbroch, Yanyan Li

Publication date: 3 June 2018

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.00849

zbMATH Keywords

Markov process; occupation time; likelihood estimation; forward algorithm

Mathematics Subject Classification ID

62P10: Applications of statistics to biology and medical sciences; meta analysis

62M05: Markov processes: estimation; hidden Markov models

60J65: Brownian motion

92D50: Animal behavior

Uses Software

• R
• smam
• coga