Parametric estimation for the standard and the geometric telegraph process observed at discrete times
Year of publication: |
2006-07-25
|
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Authors: | Iacus, Stefano ; Gregorio, Alessandro De |
Institutions: | Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano |
Subject: | telegraph process | discretely observed process | inference for stochastic processes |
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