JOURNAL ARTICLE
Least Squares Estimators for Reflected Ornstein–Uhlenbeck Processes
Year: 2022 Journal: SSRN Electronic Journal Publisher: RELX Group (Netherlands)
Keywords:
Ornstein–Uhlenbeck process Least-squares function approximation Estimator Mathematics Statistics Econometrics Stochastic process
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Topics
Advanced Queuing Theory Analysis
Social Sciences → Business, Management and Accounting → Management Information Systems
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
Probability and Risk Models
Social Sciences → Decision Sciences → Management Science and Operations Research
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