Discretely Observed Brownian Motion Governed by Telegraph Process: Estimation

Title
Discretely Observed Brownian Motion Governed by Telegraph Process: Estimation
Authors
Keywords
Markov process, Dynamic programming, Likelihood estimation, 62M05, 62P10
Journal
Publisher
Springer Nature
Online
2017-02-02
DOI
10.1007/s11009-017-9547-6

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