Estimation of all parameters in the reflected Ornstein-Uhlenbeck process from discrete observations (Q2244439)
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| Language | Label | Description | Also known as |
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| English | Estimation of all parameters in the reflected Ornstein-Uhlenbeck process from discrete observations |
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Estimation of all parameters in the reflected Ornstein-Uhlenbeck process from discrete observations (English)
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12 November 2021
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reflected Ornstein-Uhlenbeck process
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ergodic estimators
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spectral representation of transition density
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strong consistency
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asymptotic normality
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