Discretely observed Brownian motion governed by telegraph process: estimation
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Publication:2283680
DOI10.1007/s11009-017-9547-6zbMath1434.62176OpenAlexW2585393924MaRDI QIDQ2283680
Publication date: 13 January 2020
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-017-9547-6
Applications of statistics to biology and medical sciences; meta analysis (62P10) Markov processes: estimation; hidden Markov models (62M05) Brownian motion (60J65) Dynamic programming (90C39)
Related Items (2)
On estimation for Brownian motion governed by telegraph process with multiple off states ⋮ On occupation time for on-off processes with multiple off-states
Uses Software
Cites Work
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