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05/02/2022
Parameter estimation for reflected OU processes
In this paper, we investigate the parameter estimation problem for refle...
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04/30/2022
Nonparametric Estimation for Stochastic Differential Equations Driven by Fractional Brownian Motion
We study the nonparametric Nadaraya-Watson estimator of the drift functi...
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04/30/2022
Drift parameter estimation for nonlinear reflected stochastic differential equations
We study the maximum likehood estimator and least squares estimator for ...
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04/30/2022
Nadaraya-Watson estimator for reflected stochastic processes driven by Brownian motions
We study the Nadaraya-Watson (N-W) estimator for the drift function of t...
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04/30/2022
Nonlinear Least Squares Estimator for Discretely Observed Reflected Stochastic Processes
We study the problem of parameter estimation for reflected stochastic pr...
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07/07/2020