Parameter estimation for reflected Ornstein–Uhlenbeck...

Statistical Inference for Stochastic Processes 2015 / 10 Vol. 18; Iss. 3

Parameter estimation for reflected Ornstein–Uhlenbeck processes with discrete observations

Hu, Yaozhong, Lee, Chihoon, Lee, Myung Hee, Song, Jian
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Volume:
18
Language:
english
Journal:
Statistical Inference for Stochastic Processes
DOI:
10.1007/s11203-014-9112-7
Date:
October, 2015
File:
PDF, 263 KB
english, 2015
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