Asymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processes (Q1721911): Difference between revisions

@@ Property / author @@
+Qing Pei Zang
@@ Property / author: Qing Pei Zang / rank @@
+Normal rank
@@ Property / author @@
+Zhang, Lixin
@@ Property / author: Zhang, Lixin / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10959-017-0796-7
+Normal rank
@@ Property / OpenAlex ID @@
+W2773328357
@@ Property / OpenAlex ID: W2773328357 / rank @@
+Normal rank
@@ Property / cites work @@
+Russian and American put options under exponential phase-type Lévy models.
+Normal rank
@@ Property / cites work @@
+Loss Rates for Lévy Processes with Two Reflecting Barriers
+Normal rank
@@ Property / cites work @@
+Drift rate control of a Brownian processing system
+Normal rank
@@ Property / cites work @@
+Stability properties of constrained jump-diffusion processes
+Normal rank
@@ Property / cites work @@
+Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
+Normal rank
@@ Property / cites work @@
+On the optimal dividend problem for a spectrally negative Lévy process
+Normal rank
@@ Property / cites work @@
+Parameter estimation in stochastic differential equations.
+Normal rank
@@ Property / cites work @@
+Some integral functionals of reflected SDEs and their applications in finance
+Normal rank
@@ Property / cites work @@
+On the conditional default probability in a regulated market: a structural approach
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes
+Normal rank
@@ Property / cites work @@
+First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries
+Normal rank
@@ Property / cites work @@
+FIRST PASSAGE TIMES OF REFLECTED GENERALIZED ORNSTEIN–UHLENBECK PROCESSES
+Normal rank
@@ Property / cites work @@
+Sequential maximum likelihood estimation for reflected generalized Ornstein-Uhlenbeck processes
+Normal rank
@@ Property / cites work @@
+Asymptotic behaviour of trajectory fitting estimators for certain non-ergodic SDE
+Normal rank
@@ Property / cites work @@
+Q4372084
@@ Property / cites work: Q4372084 / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter estimation for some non-recurrent solutions of SDE
+Normal rank
@@ Property / cites work @@
+Some comments concerning a curious singularity
@@ Property / cites work: Some comments concerning a curious singularity / rank @@
+Normal rank
@@ Property / cites work @@
+Q3462062
@@ Property / cites work: Q3462062 / rank @@
+Normal rank
@@ Property / cites work @@
+Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time
+Normal rank
@@ Property / cites work @@
+Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations
+Normal rank
@@ Property / cites work @@
+Asymptotic behaviours for the trajectory fitting estimator in Ornstein–Uhlenbeck process with linear drift
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5748776
@@ Property / cites work: Q5748776 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical inference for ergodic diffusion processes.
+Normal rank
@@ Property / cites work @@
+Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes
+Normal rank
@@ Property / cites work @@
+On drift parameter estimation for reflected fractional Ornstein–Uhlenbeck processes
+Normal rank
@@ Property / cites work @@
+On the transition densities for reflected diffusions
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations with reflecting boundary conditions
+Normal rank
@@ Property / cites work @@
+Tail behaviour of multiple random integrals and \(U\)-statistics
+Normal rank
@@ Property / cites work @@
+On a multivariate version of Bernstein's inequality
+Normal rank
@@ Property / cites work @@
+Q5429735
@@ Property / cites work: Q5429735 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4947392
@@ Property / cites work: Q4947392 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4663402
@@ Property / cites work: Q4663402 / rank @@
+Normal rank
@@ Property / cites work @@
+On the probability densities of an Ornstein–Uhlenbeck process with a reflecting boundary
+Normal rank
@@ Property / cites work @@
+A diffusion approximation for a Markovian queue with reneging
+Normal rank
@@ Property / cites work @@
+Properties of the reflected Ornstein-Uhlenbeck process
+Normal rank
@@ Property / cites work @@
+A diffusion approximation for a GI/GI/1 queue with balking or reneging
+Normal rank
@@ Property / cites work @@
+Stochastic-Process Limits
@@ Property / cites work: Stochastic-Process Limits / rank @@
+Normal rank
@@ Property / cites work @@
+The Stationary Distributions of Two Classes of Reflected Ornstein–Uhlenbeck Processes
+Normal rank
@@ Property / cites work @@
+Parameter estimation for generalized diffusion processes with reflected boundary
+Normal rank