Parametric estimation for planar random flights
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Publication:734707
DOI10.1016/j.spl.2009.07.016zbMath1171.62049MaRDI QIDQ734707
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
62M09: Non-Markovian processes: estimation
62F10: Point estimation
65C05: Monte Carlo methods
60G99: Stochastic processes
Related Items
Certain functionals of squared telegraph processes, Efficient estimators with sample observations generated by independent planar random flights, A note on isotropic random flights moving in mixed Poisson environments
Uses Software
Cites Work
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- Statistical inference for spatial Poisson processes
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- Random flights in higher spaces
- Estimation of noisy telegraph processes: Nonlinear filtering versus nonlinear smoothing (Corresp.)
- Estimation for the discretely observed telegraph process
- A planar random motion with an infinite number of directions controlled by the damped wave equation
- Statistical analysis of the inhomogeneous telegrapher's process