Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes with jumps (Q5078411)
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scientific article; zbMATH DE number 7530879
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes with jumps |
scientific article; zbMATH DE number 7530879 |
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Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes with jumps (English)
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23 May 2022
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Lévy process
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maximum likelihood estimation
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reflected Ornstein-Uhlenbeck process
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