Statistical analysis of the inhomogeneous telegrapher's process

DOI10.1016/S0167-7152(01)00133-XzbMath0999.62065arXivmath/0011059OpenAlexW3126091290MaRDI QIDQ5953896

Stefano Maria Iacus

Publication date: 5 December 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0011059

zbMATH Keywords

telegraph equationhyperbolic equationsrandom motionsminimax estimationinhomogeneous Poisson process

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Special processes (60K99) Inference from stochastic processes (62M99)

Related Items (15)

Large deviations for some non-standard telegraph processes ⋮ Solution to the Fractional Order Euler-Poisson-Darboux Equation ⋮ Exact and approximate hidden Markov chain filters based on discrete observations ⋮ Linear combinations of the telegraph random processes driven by partial differential equations ⋮ Solving the Euler-Poisson-Darboux equation of fractional order ⋮ Parametric estimation for the standard and geometric telegraph process observed at discrete times ⋮ A Damped Telegraph Random Process with Logistic Stationary Distribution ⋮ A Generalized Telegraph Process with Velocity Driven by Random Trials ⋮ Telegraph random evolutions on a circle ⋮ Large deviation principles for telegraph processes ⋮ Parametric estimation for planar random flights ⋮ Probabilistic analysis of systems alternating for state-dependent dichotomous noise ⋮ Probability distributions for the run-and-tumble models with variable speed and tumbling rate ⋮ The explicit probability distribution of the sum of two telegraph processes ⋮ On some finite-velocity random motions driven by the geometric counting process

Cites Work

• Unnamed Item
• Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchhoff's laws
• Statistical inference for spatial Poisson processes
• Properties of the telegrapher's random process with or without a trap
• A planar random motion governed by the two-dimensional telegraph equation
• Motions with reflecting and absorbing barriers driven by the telegraph equation
• Exact Joint Distribution In a Model of Planar Random Motion

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