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On estimation for Brownian motion governed by telegraph process with multiple off states (Q124045)

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scientific article; zbMATH DE number 7297557
  • On estimation for Brownian motion governed by telegraph process with multiple off states
Language Label Description Also known as
English
On estimation for Brownian motion governed by telegraph process with multiple off states
scientific article; zbMATH DE number 7297557
  • On estimation for Brownian motion governed by telegraph process with multiple off states

Statements

publication date
3 June 2018
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18 January 2021
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arXiv classification
stat.ME
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math.PR
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author
L. Mark Elbroch
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Chaoran Hu
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Thomas Meyer
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Yanyan Li
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V. Pozdnyakov
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Jun Yan
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title
On estimation for Brownian motion governed by telegraph process with multiple off states (English)
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zbMATH Keywords
forward algorithm
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likelihood estimation
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Markov process
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occupation time
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describes a project that uses
smam
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coga
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R
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cites work
Q4318617
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Q3825957
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Markov Chains
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Q3165897
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Identifiers

arXiv ID
1806.00849
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Mathematics Subject Classification ID
62M05
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60J65
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62P10
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92D50
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zbMATH DE Number
7297557
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OpenAlex ID
W3104431049
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Wikidata QID
Q126314765
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