A general lower bound of parameter estimation for reflected Ornstein-Uhlenbeck processes
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Cited in
(13)- Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes with jumps
- Piecewise-tunneled captive processes and corridored random particle systems
- Cramér-type moderate deviations for statistics in the non-stationary Ornstein–Uhlenbeck process
- Some limiting results of reflected Ornstein-Uhlenbeck processes with two-sided barriers
- Sticky reflecting Ornstein-Uhlenbeck diffusions and the Vasicek interest rate model with the sticky zero lower bound
- An exponential nonuniform Berry-Esseen bound of the maximum likelihood estimator in a Jacobi process
- Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal
- An exponential nonuniform Berry-Esseen bound for the fractional Ornstein-Uhlenbeck process
- Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes
- Sequential estimation for nonhomogeneous Ornstein-Uhlenbeck processes
- Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations
- Maximum likelihood estimation for the reflected stochastic linear system with a large signal
- Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process
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