科研之友
微信
新浪微博
Facebook
分享链接
摘要
Reected Ornstein-Uhlenbeck process is a process that returns continuously and immediately to the interior of the state space when it attains a certain boundary. In this work, we are concerned with the study of asymptotic behaviours of parametric estimation for ergodic reected Ornstein-Uhlenbeck processes with two-sided barriers. More-over, we also focus on the relations between regulators and the local time process.
- 出版日期2017-3
- 单位淮阴师范学院
