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Efficient estimators with sample observations generated by independent planar random flights

✍ Scribed by Alessandro De Gregorio

Publisher: Elsevier Science
Year: 2011
Tongue: English
Weight: 229 KB
Volume: 24
Category: Article
ISSN: 0893-9659
DOI: 10.1016/j.aml.2010.10.023

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✦ Synopsis

In this paper we consider observations from independent planar random flights. The random flight model represents a random motion at finite speed of a particle with changes of direction governed by a Poisson process with parameter λ > 0. We introduce and study the asymptotic behavior of the maximum likelihood and Bayesian estimator for λ in order to obtain the asymptotic efficiency in Hájek-Le Cam sense of the considered estimators.