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Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes - MaRDI portal

Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q710825)

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scientific article; zbMATH DE number 5804380
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Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes
scientific article; zbMATH DE number 5804380

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    Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (English)
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    22 October 2010
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    reflected Ornstein-Uhlenbeck processes
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    maximum likelihood estimation
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