Parameter estimation for generalized diffusion processes with reflected boundary
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Publication:2628921
DOI10.1007/s11425-015-5112-3zbMath1345.60026MaRDI QIDQ2628921
Publication date: 19 July 2016
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-015-5112-3
asymptotic normality; maximum likelihood estimation; Girsanov formula; strong consistency; Skorokhod embedding; reflected Ornstein-Uhlenbeck process; Dubins-Schwartz Brownian motion
62F12: Asymptotic properties of parametric estimators
62M05: Markov processes: estimation; hidden Markov models
60F15: Strong limit theorems
60J60: Diffusion processes