We deal with a planar random flight {(X (t), Y (t)), 0 t ? T } observed at n + 1 equidistant times ti = i?n , i = 0, 1, ..., n. The aim of this paper is to estimate the unknown value of the parameter ?, the underlying rate of the Poisson process. The planar random flights are not markovian,...

The telegraph process {X(t), t0}, is supposed to be observed at n+1 equidistant time points t_i=i Delta_n,i=0,1,... , n. The unknown value of lambda, the underlying rate of the Poisson process, is a parameter to be estimated. The asymptotic framework considered is the following: Delta_n - 0, n...

The telegraph process $X(t)$, $t0$, (Goldstein, 1951) and the geometric telegraph process $S(t) = s_0 \exp\{(\mu -\frac12\sigma^2)t + \sigma X(t)\}$ with $\mu$ a known constant and $\sigma0$ a parameter are supposed to be observed at $n+1$ equidistant time points $t_i=i\Delta_n,i=0,1,\ldots, n$....