Estimation of all parameters in the reflected Ornstein-Uhlenbeck process from discrete observations

Hu, YZ; Xi, YJ

Xi, YJ (corresponding author), Nankai Univ, Sch Math Sci, Tianjin 300071, Peoples R China.

STATISTICS & PROBABILITY LETTERS, 2021; 174 ():

Abstract

Assuming that a reflected Ornstein-Uhlenbeck process is observed at discrete time instants, we propose generalized moment estimators to estimate all t......

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