Parametric estimation for the standard and geometric telegraph process observed at discrete times

DOI10.1007/s11203-007-9017-9zbMath1204.60088arXivmath/0607633MaRDI 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

zbMATH Keywords

telegraph process; inference for stochastic processes; discretely observed process

Mathematics Subject Classification ID

60K99: Special processes

62M99: Inference from stochastic processes

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