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Least squares estimators for reflected Ornstein–Uhlenbeck processes - MaRDI portal

Least squares estimators for reflected Ornstein–Uhlenbeck processes

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Publication:6641297

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DOI10.1080/03610926.2023.2273204MaRDI QIDQ6641297

Dingwen Zhang, Unnamed Author

Publication date: 20 November 2024

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

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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