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math.ST2020
Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations
Yaozhong Hu, Yuejuan Xi
Assuming that a threshold Ornstein-Uhlenbeck process is observed at discrete time instants, we propose generalized moment estimators to estimate the parameters. Our theoretical bas…
math.ST2020
Estimation of all parameters in the reflected Orntein-Uhlenbeck process from discrete observations
Yaozhong Hu, Yuejuan Xi
Assuming that a reflected Ornstein-Uhlenbeck state process is observed at discrete time instants, we propose generalized moment estimators to estimate all drift and diffusion param…