Statistical analysis of the inhomogeneous telegrapher's process
| dc.creator | Iacus, Stefano M. | |
| dc.date | 2000-11-09 | |
| dc.date.accessioned | 2026-07-07T08:05:58Z | |
| dc.date.available | 2026-07-07T08:05:58Z | |
| dc.description | We consider a problem of estimation for the telegrapher's process on the line, say X(t), driven by a Poisson process with non constant rate. It turns out that the finite-dimensional law of the process X(t) is a solution to the telegraph equation with non constant coefficients. We give the explicit law P(theta) of the process X(t) for a parametric class of intensity functions for the Poisson process. We propose an estimator for the parameter theta of P(theta) and we discuss its properties as a first attempt to apply statistics to these models. | |
| dc.identifier | https://arxiv.org/abs/math/0011059 | |
| dc.identifier | http://arxiv.org/abs/math/0011059 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/130447 | |
| dc.subject | Probability | |
| dc.subject | Statistics Theory | |
| dc.subject | 60K99; 62M99 | |
| dc.title | Statistical analysis of the inhomogeneous telegrapher's process | |
| dc.type | text |