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- W4225414656 abstract "In this paper, we investigate the parameter estimation problem for reflected OU processes. Both the estimates based on continuously observed processes and discretely observed processes are considered. The explicit formulas for the estimators are derived using the least squares method. Under some regular conditions, we obtain the consistency and establish the asymptotic normality for the estimators. Numerical results show that the proposed estimators perform well with moderate sample sizes." @default.
- W4225414656 created "2022-05-05" @default.
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- W4225414656 date "2022-05-02" @default.
- W4225414656 modified "2023-09-26" @default.
- W4225414656 title "Parameter estimation for reflected OU processes" @default.
- W4225414656 doi "https://doi.org/10.48550/arxiv.2205.00670" @default.
- W4225414656 hasPublicationYear "2022" @default.
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