Statistical estimation for reflected skew processes
| Year of publication: |
2010
|
|---|---|
| Authors: | Bardou, Olivier ; Martinez, Miguel |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 13.2010, 3, p. 231-248
|
| Publisher: |
Springer |
| Subject: | Parameter estimation | Skew Brownian motion | Divergence form operator | One-dimensional diffusion | Local time |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008775917