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Article: Parameter estimation for reflected Ornstein–Uhlenbeck processes with discrete observations

TitleParameter estimation for reflected Ornstein–Uhlenbeck processes with discrete observations
Authors
Hu, YLee, CLee, MHSong, J
KeywordsAsymptotic normality
Discrete time observations
Method of moment estimator
Reflected Ornstein–Uhlenbeck processes
Strong consistency
Issue Date2015
PublisherSpringer Verlag Dordrecht. The Journal's web site is located at http://springerlink.metapress.com/openurl.asp?genre=journal&issn=1387-0874
Citation
Statistical Inference for Stochastic Processes, 2015, v. 18 n. 3, p. 279-291 How to Cite?
DOI: http://dx.doi.org/10.1007/s11203-014-9112-7
Persistent Identifierhttp://hdl.handle.net/10722/217073
ISSN
1387-0874
2020 SCImago Journal Rankings: 0.723

 

DC FieldValueLanguage
dc.contributor.authorHu, Y-
dc.contributor.authorLee, C-
dc.contributor.authorLee, MH-
dc.contributor.authorSong, J-
dc.date.accessioned2015-09-18T05:47:28Z-
dc.date.available2015-09-18T05:47:28Z-
dc.date.issued2015-
dc.identifier.citationStatistical Inference for Stochastic Processes, 2015, v. 18 n. 3, p. 279-291-
dc.identifier.issn1387-0874-
dc.identifier.urihttp://hdl.handle.net/10722/217073-
dc.languageeng-
dc.publisherSpringer Verlag Dordrecht. The Journal's web site is located at http://springerlink.metapress.com/openurl.asp?genre=journal&issn=1387-0874-
dc.relation.ispartofStatistical Inference for Stochastic Processes-
dc.subjectAsymptotic normality-
dc.subjectDiscrete time observations-
dc.subjectMethod of moment estimator-
dc.subjectReflected Ornstein–Uhlenbeck processes-
dc.subjectStrong consistency-
dc.titleParameter estimation for reflected Ornstein–Uhlenbeck processes with discrete observations-
dc.typeArticle-
dc.identifier.emailSong, J: txjsong@hku.hk-
dc.identifier.authoritySong, J=rp01700-
dc.identifier.doi10.1007/s11203-014-9112-7-
dc.identifier.scopuseid_2-s2.0-84941363466-
dc.identifier.hkuros253547-
dc.identifier.volume18-
dc.identifier.issue3-
dc.identifier.spage279-
dc.identifier.epage291-
dc.publisher.placeNetherlands-
dc.identifier.issnl1387-0874-

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