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Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal - MaRDI portal

Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal

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Publication:6617592

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DOI10.1017/jpr.2023.78MaRDI QIDQ6617592

Huisheng Shu, Xuekang Zhang

Publication date: 11 October 2024

Published in: Journal of Applied Probability (Search for Journal in Brave)

zbMATH Keywords

consistency asymptotic distributions trajectory fitting estimator large signal reflected stochastic linear differential equation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Diffusion processes (60J60)

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