Maximum likelihood estimation for the reflected stochastic linear system with a large signal
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Publication:6137366
DOI10.1214/23-bjps571OpenAlexW4386260327MaRDI QIDQ6137366
Publication date: 1 September 2023
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/23-bjps571
consistencymaximum likelihood estimationasymptotic distributionslaw of iterated logarithmlarge signalreflected stochastic linear system
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