Parametric estimation for planar random flights

DOI10.1016/j.spl.2009.07.016zbMath1171.62049OpenAlexW1982308896MaRDI QIDQ734707

Alessandro De Gregorio

Publication date: 13 October 2009

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

Full work available at URL: https://doi.org/10.1016/j.spl.2009.07.016

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Point estimation (62F10) Monte Carlo methods (65C05) Stochastic processes (60G99)

Related Items (3)

A note on isotropic random flights moving in mixed Poisson environments ⋮ Efficient estimators with sample observations generated by independent planar random flights ⋮ Certain functionals of squared telegraph processes

Uses Software

• sde

Cites Work

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• Parametric estimation for the standard and geometric telegraph process observed at discrete times
• Statistical inference for spatial Poisson processes
• Simulation and inference for stochastic differential equations. With R examples.
• Random flights in higher spaces
• Estimation of noisy telegraph processes: Nonlinear filtering versus nonlinear smoothing (Corresp.)
• Estimation for the discretely observed telegraph process
• A planar random motion with an infinite number of directions controlled by the damped wave equation
• Statistical analysis of the inhomogeneous telegrapher's process

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