A general lower bound of parameter estimation for reflected Ornstein–Uhlenbeck processes
Zang, Qing-Pei, Zhang, Li-XinVolume:
53
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.1017/jpr.2015.5
Date:
March, 2016
File:
PDF, 124 KB
english, 2016