{"title":"Nonlinear least squares estimator for generalized diffusion processes with reflecting barriers","authors":"Yuecai Han, Dingwen Zhang","doi":"10.1080/17442508.2024.2393257","DOIUrl":null,"url":null,"abstract":"In this paper, we investigate the parameter estimation problem for generalized diffusion processes with two-sided reflected barriers. The estimator is obtained using the nonlinear least squares met...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"177 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-08-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/17442508.2024.2393257","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
In this paper, we investigate the parameter estimation problem for generalized diffusion processes with two-sided reflected barriers. The estimator is obtained using the nonlinear least squares met...
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