Parameter estimation for generalized diffusion processes with reflected boundary (Q2628921): 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 / 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/s11425-015-5112-3
+Normal rank
@@ Property / OpenAlex ID @@
+W2225394799
@@ Property / OpenAlex ID: W2225394799 / 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 @@
+Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Parameter estimation in stochastic differential equations.
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation in Skorohod stochastic differential equations
+Normal rank
@@ Property / cites work @@
+FIRST PASSAGE TIMES OF REFLECTED GENERALIZED ORNSTEIN–UHLENBECK PROCESSES
+Normal rank
@@ Property / cites work @@
+On the conditional default probability in a regulated market: a structural approach
+Normal rank
@@ Property / cites work @@
+Some integral functionals of reflected SDEs and their applications in finance
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes
+Normal rank
@@ Property / cites work @@
+Sequential maximum likelihood estimation for reflected generalized Ornstein-Uhlenbeck processes
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation for continuous-time stochastic processes
+Normal rank
@@ Property / cites work @@
+Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Sequential maximum likelihood estimation for reflected 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 @@
+Q4139359
@@ Property / cites work: Q4139359 / 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 @@
+The Stationary Distributions of Two Classes of Reflected Ornstein–Uhlenbeck Processes
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2628921