Parametric estimation for planar random flights

Alessandro De Gregorio

Statistics & Probability Letters, 2009, vol. 79, issue 20, 2193-2199

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.

Date: 2009
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