Maximum likelihood estimation for nonlinear reflected stochastic differential equations

DOI10.1016/J.JSPI.2025.106328MaRDI QIDQ6930818zbMATH OpenFDO

Authors Xuekang Zhang, Guangjun Shen

Publication date 12 September 2025

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

consistencymaximum likelihood estimationsimulationasymptotic distributionlaw of iterated logarithmnonlinear reflected stochastic differential equations

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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