JOURNAL ARTICLE

Parameter estimation for reflected Ornstein–Uhlenbeck processes with discrete observations

Yaozhong HuChihoon LeeMyung Hee LeeJian Song

Year: 2014 Journal:   Statistical Inference for Stochastic Processes Vol: 18 (3)Pages: 279-291   Publisher: Springer Science+Business Media
Keywords:
Ornstein–Uhlenbeck process Mathematics Consistency (knowledge bases) Strong consistency Applied mathematics Observable Asymptotic distribution Invariant (physics) Normality Mathematical analysis Statistical physics Stochastic process Statistics Estimator Discrete mathematics

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26
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0.87
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Citation History

Topics

Stochastic processes and financial applications
Social Sciences →  Economics, Econometrics and Finance →  Finance
Markov Chains and Monte Carlo Methods
Physical Sciences →  Mathematics →  Statistics and Probability
Stochastic processes and statistical mechanics
Physical Sciences →  Mathematics →  Mathematical Physics

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