Sequential maximum likelihood estimation for reflected Ornstein–Uhlenbeck processes
Chihoon Lee; Jaya P.N. Bishwal; Myung Hee Lee
- 作者Chihoon Lee; Jaya P.N. Bishwal; Myung Hee Lee
- 卷第142卷
- 期第5期
- 印刷ISSN0378-3758
- 文件大小274.96KB
- 发表时间2012
- DOI10.1016/j.jspi.2011.12.002
- 页码1234-1242