Statistical estimation for reflected skew processes

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

zbMATH Keywords

parameter estimationlocal timeskew Brownian motiondivergence form operatorone-dimensional diffusion

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Local time and additive functionals (60J55)

Cites Work

• Dirichlet forms and symmetric Markov processes
• Title not available (Why is that?)
• On the constructions of the skew Brownian motion
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the functional central limit theorem and the law of the iterated logarithm for Markov processes
• Title not available (Why is that?)
• 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

Cited In (2)

• Two consistent estimators for the skew Brownian motion
• Is a Brownian Motion Skew?

This page was built for publication: Statistical estimation for reflected skew processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2431005)