DOI10.1016/j.jmaa.2016.06.067zbMath1381.62052MaRDI QIDQ739497
Qing Pei Zang, Chenglian Zhu
Publication date: 18 August 2016 Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1016/j.jmaa.2016.06.067
zbMATH Keywords
maximum likelihood estimation; nonstationary; reflected Ornstein-Uhlenbeck processes
Mathematics Subject Classification ID
62F12: Asymptotic properties of parametric estimators
60J60: Diffusion processes