Parameter estimation for generalized diffusion processes with reflected boundary (Q2628921)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for generalized diffusion processes with reflected boundary |
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Parameter estimation for generalized diffusion processes with reflected boundary (English)
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19 July 2016
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reflected Ornstein-Uhlenbeck process
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maximum likelihood estimation
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strong consistency
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asymptotic normality
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Girsanov formula
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Skorokhod embedding
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Dubins-Schwartz Brownian motion
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