Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes

Journal of Statistical Planning and Inference

Volumn 141, Issue 1, 2011, Pages 588-596

  Bo, Lijun ^a   Wang, Yongjin ^b   Yang, Xuewei ^b   Zhang, Guannan ^c  

^a XIDIAN UNIVERSITY   (China)

^b NANKAI UNIVERSITY   (China)

^c CQF China Training Center   (China)

Author keywords

Maximum likelihood estimation; Reflected Ornstein Uhlenbeck processes

Indexed keywords

EID: 77956284597     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2010.07.001     Document Type: Article

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