Estimation for the discretely observed telegraph process
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Note: oai:cdlib1:unimi-1045
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Cited by:
- Alessandro Gregorio & Stefano Iacus, 2008.
"Parametric estimation for the standard and geometric telegraph process observed at discrete times,"
Statistical Inference for Stochastic Processes, Springer, vol. 11(3), pages 249-263, October.
- Stefano Iacus & Alessandro De Gregorio, 2006. "Parametric estimation for the standard and the geometric telegraph process observed at discrete times," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1033, Universitá degli Studi di Milano.
- Nicole Bauerle & Igor Gilitschenski & Uwe D. Hanebeck, 2014. "Exact and Approximate Hidden Markov Chain Filters Based on Discrete Observations," Papers 1411.0849, arXiv.org, revised Dec 2014.
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Keywords
telegraph process; discretely observed process; inference for stochastic processes;All these keywords.
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