Parametric estimation for the standard and geometric telegraph process observed at discrete times
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Publication:623490
DOI10.1007/s11203-007-9017-9zbMath1204.60088arXivmath/0607633OpenAlexW3124839258MaRDI QIDQ623490
Stefano Maria Iacus, Alessandro De Gregorio
Publication date: 5 February 2011
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0607633
Related Items (8)
A note on the conditional probabilities of the telegraph process ⋮ Generalized Telegraph Process with Random Jumps ⋮ Stochastic dynamics of generalized planar random motions with orthogonal directions ⋮ 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 ⋮ Parametric estimation for planar random flights ⋮ Stochastic velocity motions and processes with random time ⋮ Least-squares change-point estimation for the telegraph process observed at discrete times
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