Statistical estimation for reflected skew processes (Q2431005): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s11203-010-9047-6 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2126219984 / rank | |||
Normal rank | |||
Revision as of 03:28, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical estimation for reflected skew processes |
scientific article |
Statements
Statistical estimation for reflected skew processes (English)
0 references
8 April 2011
0 references
parameter estimation
0 references
skew Brownian motion
0 references
divergence form operator
0 references
one-dimensional diffusion
0 references
local time
0 references
