Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations (Q500866)
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scientific article; zbMATH DE number 6489706
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations |
scientific article; zbMATH DE number 6489706 |
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Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations (English)
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5 October 2015
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reflected Ornstein-Uhlenbeck processes
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discrete time observations
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method of moment estimator
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strong consistency
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asymptotic normality
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