Estimation for the discretely observed telegraph process
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Publication:5391362
DOI10.1090/S0094-9000-09-00760-1zbMath1242.62091arXivmath/0612784MaRDI QIDQ5391362
Stefano Maria Iacus, Nakahiro Yoshida
Publication date: 6 April 2011
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0612784
Markov processes: estimation; hidden Markov models (62M05) Continuous-time Markov processes on general state spaces (60J25) Asymptotic properties of parametric tests (62F05)
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