Pages that link to "Item:Q2283680"
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The following pages link to Discretely observed Brownian motion governed by telegraph process: estimation (Q2283680):
Displaying 8 items.
- On estimation for Brownian motion governed by telegraph process with multiple off states (Q124045) (← links)
- Probability law and flow function of Brownian motion driven by a generalized telegraph process (Q496968) (← links)
- On occupation time for on-off processes with multiple off-states (Q2103306) (← links)
- IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS (Q5389952) (← links)
- Estimation of regime-switching diffusions via Fourier transforms (Q6547753) (← links)
- Cost-efficient monitoring of continuous-time stochastic processes based on discrete observations (Q6579516) (← links)
- Optimal refinancing strategy for mortgage rate with regime switching (Q6580694) (← links)
- Pricing CDS index tranches under thinning-dependence structure with regime switching (Q6582033) (← links)