Parametric estimation for planar random flights

DOI10.1016/J.SPL.2009.07.016zbMATH Open1171.62049OpenAlexW1982308896MaRDI QIDQ734707FDOQ734707

Alessandro De Gregorio

Publication date: 13 October 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.07.016

Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05) Non-Markovian processes: estimation (62M09) Stochastic processes (60G99)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Simulation and inference for stochastic differential equations. With R examples.
• Estimation for the discretely observed telegraph process
• Parametric estimation for the standard and geometric telegraph process observed at discrete times
• Statistical inference for spatial Poisson processes
• Random flights in higher spaces
• Statistical analysis of the inhomogeneous telegrapher's process
• Estimation of noisy telegraph processes: Nonlinear filtering versus nonlinear smoothing (Corresp.)
• A planar random motion with an infinite number of directions controlled by the damped wave equation

Cited In (4)

• Efficient estimators with sample observations generated by independent planar random flights
• Certain functionals of squared telegraph processes
• A note on isotropic random flights moving in mixed Poisson environments
• Parameter estimation for flight vehicles

Uses Software

• sde

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