Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q413385)

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Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes
scientific article

    Statements

    title
    Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (English)
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    author
    Chihoon Lee
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    Jaya P. N. Bishwal
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    Myung Hee Lee
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    publication date
    4 May 2012
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    zbMATH Keywords
    unbiasedness
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    mean squared error
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    efficiency
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    Identifiers

    Mathematics Subject Classification ID
    62M05
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    62L12
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    65C60
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    zbMATH DE Number
    6031000
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    OpenAlex ID
    W2084485854
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