On parameter estimation of hidden telegraph process

DOI10.3150/16-BEJ920zbMath1414.62348arXiv1509.02704OpenAlexW2963773654MaRDI QIDQ1697045

Rafail Z. Khasminskii, Yury A. Kutoyants

Publication date: 15 February 2018

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.02704

zbMATH Keywords

asymptotic efficiencytelegraph processmethod of moments estimatorone-step MLE

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on discrete state spaces (60J27)

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