Statistical estimation for reflected skew processes
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Publication:2431005
DOI10.1007/S11203-010-9047-6zbMATH Open1209.60046OpenAlexW2126219984MaRDI QIDQ2431005FDOQ2431005
Authors: O. Bardou, Miguel Martinez
Publication date: 8 April 2011
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-010-9047-6
Convergence of probability measures (60B10) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Local time and additive functionals (60J55)
Cites Work
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- Semiparametric Estimation of a Two‐component Mixture Model where One Component is known
- Variably skewed Brownian motion
- Local time and density estimation in continuous time
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