Statistical estimation of the oscillating Brownian motion
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Publication:1750094
DOI10.3150/17-BEJ969zbMath1415.62008arXiv1701.02129MaRDI QIDQ1750094
Publication date: 18 May 2018
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1701.02129
Gaussian mixturelocal timeoccupation timeskew Brownian motionarcsine distributionoscillating Brownian motion
Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Brownian motion (60J65)
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