Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes
From MaRDI portal
Recommendations
- Sequential maximum likelihood estimation for reflected generalized Ornstein-Uhlenbeck processes
- Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes
- On drift parameter estimation for reflected fractional Ornstein-Uhlenbeck processes
- Sequential maximum likelihood estimation for the squared radial Ornstein-Uhlenbeck process
- Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations
Cites work
- scientific article; zbMATH DE number 4078444 (Why is no real title available?)
- scientific article; zbMATH DE number 1546925 (Why is no real title available?)
- scientific article; zbMATH DE number 3383329 (Why is no real title available?)
- scientific article; zbMATH DE number 3393620 (Why is no real title available?)
- scientific article; zbMATH DE number 3073499 (Why is no real title available?)
- A diffusion approximation for a GI/GI/1 queue with balking or reneging
- A diffusion approximation for a Markovian queue with reneging
- Euler scheme for reflected stochastic differential equations
- Fixed accuracy estimation of an autoregressive parameter
- Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations
- Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes
- On a reflected Ornstein-Uhlenbeck process with an application
- On the conditional default probability in a regulated market: a structural approach
- On the probability densities of an Ornstein–Uhlenbeck process with a reflecting boundary
- On the transition densities for reflected diffusions
- Properties of the reflected Ornstein-Uhlenbeck process
- Some integral functionals of reflected SDEs and their applications in finance
- Stochastic differential equations with reflecting boundary conditions
- Stochastic-Process Limits
Cited in
(21)- Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes with jumps
- Parameter estimation for non-stationary reflected Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable noises
- Sequential testing of hypotheses about drift for Gaussian diffusions
- Nadaraya-Watson estimators for reflected stochastic processes
- A general lower bound of parameter estimation for reflected Ornstein-Uhlenbeck processes
- Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes
- Asymptotic behavior of parametric estimation for a class of nonlinear diffusion process
- Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes
- Sequential estimation for nonhomogeneous Ornstein-Uhlenbeck processes
- Asymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processes
- On pricing barrier control in a regime-switching regulated market
- Maximum likelihood estimation for the reflected stochastic linear system with a large signal
- On drift parameter estimation for reflected fractional Ornstein-Uhlenbeck processes
- Least squares estimators for reflected Ornstein–Uhlenbeck processes
- Parameter estimation for the skew Ornstein-Uhlenbeck processes based on discrete observations
- Sequential maximum likelihood estimation for the squared radial Ornstein-Uhlenbeck process
- Parameter estimation for generalized diffusion processes with reflected boundary
- Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations
- Sequential maximum likelihood estimation for the parameter of the linear drift term of the Rayleigh diffusion process
- Sequential maximum likelihood estimation for reflected generalized Ornstein-Uhlenbeck processes
- Sequential maximum likelihood estimation for the hyperbolic diffusion process
This page was built for publication: Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q413385)
