Maximum likelihood estimation for the reflected stochastic linear system with a large signal

DOI10.1214/23-bjps571OpenAlexW4386260327MaRDI QIDQ6137366

Huisheng Shu, Xuekang Zhang

Publication date: 1 September 2023

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/23-bjps571

zbMATH Keywords

consistencymaximum likelihood estimationasymptotic distributionslaw of iterated logarithmlarge signalreflected stochastic linear system

Mathematics Subject Classification ID

Statistics (62-XX) Systems theory; control (93-XX)

Cites Work

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