Statistical estimation for reflected skew processes (Q2431005)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical estimation for reflected skew processes |
scientific article |
Statements
Statistical estimation for reflected skew processes (English)
0 references
8 April 2011
0 references
parameter estimation
0 references
skew Brownian motion
0 references
divergence form operator
0 references
one-dimensional diffusion
0 references
local time
0 references
0 references
0 references
