Statistical estimation for reflected skew processes
From MaRDI portal
Publication:2431005
DOI10.1007/s11203-010-9047-6zbMath1209.60046MaRDI QIDQ2431005
Miguel Martinez, Olivier Bardou
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
parameter estimation; local time; skew Brownian motion; divergence form operator; one-dimensional diffusion
62M05: Markov processes: estimation; hidden Markov models
60J60: Diffusion processes
60B10: Convergence of probability measures
60J55: Local time and additive functionals
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the constructions of the skew Brownian motion
- Dirichlet forms and symmetric Markov processes
- Local time and density estimation in continuous time
- Variably skewed Brownian motion
- On the functional central limit theorem and the law of the iterated logarithm for Markov processes
- Semiparametric Estimation of a Two‐component Mixture Model where One Component is known