Least-squares change-point estimation for the telegraph process observed at discrete times

DOI10.1080/02331881003769022zbMath1228.62104arXiv0705.0503OpenAlexW2148844813MaRDI QIDQ3106391

Stefano Maria Iacus, Alessandro De Gregorio

Publication date: 21 December 2011

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0705.0503

zbMATH Keywords

random times

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09)

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Generalized Telegraph Process with Random Jumps ⋮ Probability law and flow function of Brownian motion driven by a generalized telegraph process ⋮ On a jump-telegraph process driven by an alternating fractional Poisson process ⋮ On estimation for Brownian motion governed by telegraph process with multiple off states

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