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- Publisher Website: 10.1007/s11203-014-9112-7
- Scopus: eid_2-s2.0-84941363466
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Article: Parameter estimation for reflected Ornstein–Uhlenbeck processes with discrete observations
Title | Parameter estimation for reflected Ornstein–Uhlenbeck processes with discrete observations |
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Authors | |
Keywords | Asymptotic normality Discrete time observations Method of moment estimator Reflected Ornstein–Uhlenbeck processes Strong consistency |
Issue Date | 2015 |
Publisher | Springer 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? |
Persistent Identifier | http://hdl.handle.net/10722/217073 |
ISSN | 2023 Impact Factor: 0.7 2023 SCImago Journal Rankings: 0.363 |
DC Field | Value | Language |
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dc.contributor.author | Hu, Y | - |
dc.contributor.author | Lee, C | - |
dc.contributor.author | Lee, MH | - |
dc.contributor.author | Song, J | - |
dc.date.accessioned | 2015-09-18T05:47:28Z | - |
dc.date.available | 2015-09-18T05:47:28Z | - |
dc.date.issued | 2015 | - |
dc.identifier.citation | Statistical Inference for Stochastic Processes, 2015, v. 18 n. 3, p. 279-291 | - |
dc.identifier.issn | 1387-0874 | - |
dc.identifier.uri | http://hdl.handle.net/10722/217073 | - |
dc.language | eng | - |
dc.publisher | Springer Verlag Dordrecht. The Journal's web site is located at http://springerlink.metapress.com/openurl.asp?genre=journal&issn=1387-0874 | - |
dc.relation.ispartof | Statistical Inference for Stochastic Processes | - |
dc.subject | Asymptotic normality | - |
dc.subject | Discrete time observations | - |
dc.subject | Method of moment estimator | - |
dc.subject | Reflected Ornstein–Uhlenbeck processes | - |
dc.subject | Strong consistency | - |
dc.title | Parameter estimation for reflected Ornstein–Uhlenbeck processes with discrete observations | - |
dc.type | Article | - |
dc.identifier.email | Song, J: txjsong@hku.hk | - |
dc.identifier.authority | Song, J=rp01700 | - |
dc.identifier.doi | 10.1007/s11203-014-9112-7 | - |
dc.identifier.scopus | eid_2-s2.0-84941363466 | - |
dc.identifier.hkuros | 253547 | - |
dc.identifier.volume | 18 | - |
dc.identifier.issue | 3 | - |
dc.identifier.spage | 279 | - |
dc.identifier.epage | 291 | - |
dc.publisher.place | Netherlands | - |
dc.identifier.issnl | 1387-0874 | - |