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- W4386260327 abstract "This paper deals with maximum likelihood estimation for the drift of the reflected stochastic linear system with a large signal. The law of iterated logarithm, consistency, and the asymptotic distributions of the maximum likelihood estimators in both the stationary and the non-stationary cases are studied based on the continuous observation." @default.
- W4386260327 created "2023-08-30" @default.
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- W4386260327 date "2023-06-01" @default.
- W4386260327 modified "2023-09-30" @default.
- W4386260327 title "Maximum likelihood estimation for the reflected stochastic linear system with a large signal" @default.
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- W4386260327 doi "https://doi.org/10.1214/23-bjps571" @default.
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