A general lower bound of parameter estimation for reflected Ornstein-Uhlenbeck processes (Q2804409)
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scientific article; zbMATH DE number 6575349
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| English | A general lower bound of parameter estimation for reflected Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6575349 |
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29 April 2016
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reflected Ornstein-Uhlenbeck processes
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maximum likelihood estimation
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Cramer-Rao lower bound
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A general lower bound of parameter estimation for reflected Ornstein-Uhlenbeck processes (English)
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0.9376914501190186
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0.8537223935127258
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0.8478938341140747
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0.8389065265655518
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