非齐次电报员过程的统计分析
Statistical analysis of the inhomogeneous telegrapher's process
摘要：
本文考虑了由非常数速率的泊松过程驱动的电报过程X（t）的估计问题。结果表明，过程X（t）的有限维定律是具有非常系数的电报方程的解。本文给出了泊松过程的一类参数强度函数的过程X（t）的显式律P（θ）。我们提出了一个估计的参数θ的P（θ），我们讨论了它的性质，作为第一次尝试应用统计这些模型。
英文摘要：
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.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
