Least-squares change-point estimation for the telegraph process observed at discrete times
Author:
Affiliation:
1. a Dipartimento di Statistica, Probabilità e Statistiche Applicate , P.le Aldo Moro 5, 00185 , Rome , Italy
2. b Dipartimento di Scienze Economiche, Aziendali e Statistiche , Via Conservatorio 7, 20122 , Milan , Italy
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/02331881003769022
Reference25 articles.
1. ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION
2. A stochastic model related to the telegrapher's equation
3. Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchoff's laws
4. Motions with reflecting and absorbing barriers driven by the telegraph equation
5. Properties of the telegrapher's random process with or without a trap
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