Parametric estimation for the standard and geometric telegraph process observed at discrete times

Alessandro Gregorio () and Stefano Iacus ()

Statistical Inference for Stochastic Processes, 2008, vol. 11, issue 3, 249-263

Keywords: Telegraph process; Discretely observed process; Inference for stochastic processes; Primary 60K99; Secondary 62M99 (search for similar items in EconPapers)
Date: 2008
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Working Paper: Parametric estimation for the standard and the geometric telegraph process observed at discrete times (2006)
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DOI: 10.1007/s11203-007-9017-9

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