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Parametric estimation for planar random flights

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  • De Gregorio, Alessandro

Abstract

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
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    References listed on IDEAS

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    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. 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.
    3. 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.
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    1. De Gregorio, Alessandro, 2017. "A note on isotropic random flights moving in mixed Poisson environments," Statistics & Probability Letters, Elsevier, vol. 129(C), pages 311-317.

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