Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations (Q500866): Difference between revisions

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+On a reflected Ornstein-Uhlenbeck process with an application
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+Some integral functionals of reflected SDEs and their applications in finance
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+Parameter Estimation for Fractional Ornstein–Uhlenbeck Processes with Discrete Observations
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+Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes
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+Properties of the reflected Ornstein-Uhlenbeck process
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+Stochastic-Process Limits
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+The Stationary Distributions of Two Classes of Reflected Ornstein–Uhlenbeck Processes
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