Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q413385): Difference between revisions

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+https://doi.org/10.1016/j.jspi.2011.12.002
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+On a reflected Ornstein-Uhlenbeck process with an application
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+Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations
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+Some integral functionals of reflected SDEs and their applications in finance
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+Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes
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