Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes
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Publication:710825
DOI10.1016/j.jspi.2010.07.001zbMath1197.62120OpenAlexW1990370572MaRDI QIDQ710825
Guannan Zhang, Xuewei Yang, Yong Jin Wang, Li Jun Bo
Publication date: 22 October 2010
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.2010.07.001
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) PDEs in connection with statistics (35Q62)
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