Sequential maximum likelihood estimation for reflected generalized Ornstein-Uhlenbeck processes

DOI10.1016/j.spl.2012.03.018zbMath1251.62032OpenAlexW2016851206MaRDI QIDQ449406

Xuewei Yang, Li Jun Bo

Publication date: 30 August 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.03.018

Mathematics Subject Classification ID

Related Items (12)

Parameter estimation for generalized diffusion processes with reflected boundary ⋮ Sequential estimation for nonhomogeneous Ornstein-Uhlenbeck processes ⋮ Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes with jumps ⋮ Asymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processes ⋮ Sequential testing of hypotheses about drift for Gaussian diffusions ⋮ Sequential maximum likelihood estimation for the parameter of the linear drift term of the Rayleigh diffusion process ⋮ Parameter estimation for non-stationary reflected Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable noises ⋮ A general lower bound of parameter estimation for reflected Ornstein–Uhlenbeck processes ⋮ Sequential maximum likelihood estimation for the hyperbolic diffusion process ⋮ Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes ⋮ Asymptotic behavior of parametric estimation for a class of nonlinear diffusion process ⋮ Sequential maximum likelihood estimation for the squared radial Ornstein-Uhlenbeck process

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