Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes

DOI10.1016/j.jspi.2011.12.002zbMath1236.62097OpenAlexW2084485854MaRDI QIDQ413385

Jaya P. N. Bishwal, Myung Hee Lee, Chihoon Lee

Publication date: 4 May 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.12.002

zbMATH Keywords

mean squared errorefficiencyunbiasedness

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12)

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