IDEAS home Printed from
   My bibliography  Save this article

Parametric estimation for planar random flights


  • De Gregorio, Alessandro


The aim of this paper is to consider a parametric estimation problem for two-dimensional random motions at finite speed with an infinite number of directions (planar random flight). In particular we are interested in estimating the unknown value of the parameter [lambda], the underlying rate of the Poisson process, when the process is observed at n+1 equidistant discrete times. We introduce three different estimators, based on the distance between two consecutive observed points. Furthermore, their empirical performance is analyzed by means of a Monte Carlo analysis for small sample size n.

Suggested Citation

  • De Gregorio, Alessandro, 2009. "Parametric estimation for planar random flights," Statistics & Probability Letters, Elsevier, vol. 79(20), pages 2193-2199, October.
  • Handle: RePEc:eee:stapro:v:79:y:2009:i:20:p:2193-2199

    Download full text from publisher

    File URL:
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    1. Iacus, Stefano Maria, 2001. "Statistical analysis of the inhomogeneous telegrapher's process," Statistics & Probability Letters, Elsevier, vol. 55(1), pages 83-88, November.
    2. Stefano Iacus, 2001. "Statistical analysis of the inhomogeneous telegrapher's process," Departmental Working Papers 2001-02, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    3. 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.
    Full references (including those not matched with items on IDEAS)

    More about this item


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:79:y:2009:i:20:p:2193-2199. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.