Abstract : In this note, we construct estimators for the parameters that rule the law of reflected skewed diffusion processes. The convergence properties of these estimators rely on the ergodic properties of these processes.
https://hal-upec-upem.archives-ouvertes.fr/hal-00795479 Contributor : Miguel MartinezConnect in order to contact the contributor Submitted on : Thursday, February 28, 2013 - 11:32:40 AM Last modification on : Saturday, January 15, 2022 - 4:17:53 AM