Discretely observed Brownian motion governed by telegraph process: estimation

DOI10.1007/s11009-017-9547-6zbMath1434.62176MaRDI QIDQ2283680

Yanyan Li

Publication date: 13 January 2020

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

Full work available at URL: https://doi.org/10.1007/s11009-017-9547-6

zbMATH Keywords

dynamic programming; hidden Markov model; Markov process; likelihood estimation

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

90C39: Dynamic programming

Uses Software

• adehabitat
• move
• BBMM
• smam