Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes (Q739497)

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scientific article; zbMATH DE number 6618064
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Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes
scientific article; zbMATH DE number 6618064

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    Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes (English)
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    18 August 2016
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    reflected Ornstein-Uhlenbeck processes
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    maximum likelihood estimation
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    nonstationary
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