Statistical estimation for reflected skew processes (Q2431005)
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scientific article; zbMATH DE number 5876865
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Statistical estimation for reflected skew processes |
scientific article; zbMATH DE number 5876865 |
Statements
Statistical estimation for reflected skew processes (English)
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8 April 2011
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parameter estimation
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skew Brownian motion
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divergence form operator
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one-dimensional diffusion
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local time
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