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

Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes with jumps

From MaRDI portal
Publication:5078411

DOI10.1080/03610926.2018.1425451OpenAlexW2792813732MaRDI QIDQ5078411

Huiyan Zhao, Chongqi Zhang

Publication date: 23 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1425451






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