Asymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processes
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Publication:1721911
DOI10.1007/s10959-017-0796-7zbMath1442.60079OpenAlexW2773328357MaRDI QIDQ1721911
Publication date: 13 February 2019
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-017-0796-7
Markov processes: estimation; hidden Markov models (62M05) Strong limit theorems (60F15) Diffusion processes (60J60)
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