Statistical estimation of the oscillating Brownian motion

DOI10.3150/17-BEJ969zbMath1415.62008arXiv1701.02129MaRDI QIDQ1750094

Paolo Pigato, Antoine Lejay

Publication date: 18 May 2018

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.02129

zbMATH Keywords

Gaussian mixturelocal timeoccupation timeskew Brownian motionarcsine distributionoscillating Brownian motion

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Brownian motion (60J65)

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