Nadaraya-Watson estimators for reflected stochastic processes

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes
Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion
Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations
Markov chains and stochastic stability
Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes
Multi-dimensional reflected backward stochastic differential equations and the comparison theorem
Variable bandwidth and local linear regression smoothers
Properties of the reflected Ornstein-Uhlenbeck process
A diffusion approximation for a Markovian queue with reneging
Euler scheme for reflected stochastic differential equations
Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions
Estimation of all parameters in the reflected Ornstein-Uhlenbeck process from discrete observations
Nonparametric estimation in fractional SDE
Long time asymptotics for constrained diffusions in polyhedral domains
Nonparametric inference for fractional diffusion
A diffusion approximation for a GI/GI/1 queue with balking or reneging
Parameter estimation for generalized diffusion processes with reflected boundary
Stochastic-Process Limits
On the conditional default probability in a regulated market: a structural approach
On the probability densities of an Ornstein–Uhlenbeck process with a reflecting boundary
First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries
Stochastic Devaluation Risk and the Empirical Fit of Target-Zone Models
Some integral functionals of reflected SDEs and their applications in finance
Stochastic differential equations with reflecting boundary conditions
Level sets and drift estimation for reflected Brownian motion with drift
Optimal pricing barriers in a regulated market using reflected diffusion processes
Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time
Brownian Models of Performance and Control

This page was built for publication: Nadaraya-Watson estimators for reflected stochastic processes