Statistical analysis of the inhomogeneous telegrapher's process
Download full text from publisher
Other versions of this item:
- Iacus, Stefano Maria, 2001. "Statistical analysis of the inhomogeneous telegrapher's process," Statistics & Probability Letters, Elsevier, vol. 55(1), pages 83-88, November.
References listed on IDEAS
- Foong, S. K. & Kanno, S., 1994. "Properties of the telegrapher's random process with or without a trap," Stochastic Processes and their Applications, Elsevier, vol. 53(1), pages 147-173, September.
- Orsingher, Enzo, 1985. "Hyperbolic equations arising in random models," Stochastic Processes and their Applications, Elsevier, vol. 21(1), pages 93-106, December.
- Orsingher, Enzo, 1990. "Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchoff's laws," Stochastic Processes and their Applications, Elsevier, vol. 34(1), pages 49-66, February.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- De Gregorio, Alessandro & Macci, Claudio, 2012. "Large deviation principles for telegraph processes," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 1874-1882.
- 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.
- De Gregorio, Alessandro, 2009. "Parametric estimation for planar random flights," Statistics & Probability Letters, Elsevier, vol. 79(20), pages 2193-2199, October.
- Johan GB Beumee & Chris Cormack & Peyman Khorsand & Manish Patel, 2014. "Path Diffusion, Part I," Papers 1406.0077, arXiv.org.
- Macci, Claudio, 2016. "Large deviations for some non-standard telegraph processes," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 119-127.
- 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.
More about this item
Keywordstelegraph equation; inhomogeneous Poisson process; minimax;
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess 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:mil:wpdepa:2001-02. 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: (DEMM Working Papers). General contact details of provider: http://edirc.repec.org/data/damilit.html .
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 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.