English, Article, Journal or magazine article edition: Statistical analysis of the inhomogeneous telegrapher's process Stefano Iacus

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Bookmark: http://trove.nla.gov.au/version/58769
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Statistical analysis of the inhomogeneous telegrapher's process
Author
  • Stefano Iacus
Physical Description
  • preprint
Notes
  • We consider a problem of estimation for the telegrapher’s processon the line, say X(t), driven by a Poisson process with non constantrate. 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) of the process X(t) for a parametricclass of intensity functions for the Poisson process. We propose anestimator for the parameter of P and we discuss its properties as afirst attempt to apply statistics to these models.
  • telegraph equation, inhomogeneous Poisson process, minimax
  • RePEc:mil:wpdepa:2001-02
Language
  • English
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