{"title":"具有反射障碍的广义扩散过程的非线性最小二乘估计器","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":"{\"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}","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}
Nonlinear least squares estimator for generalized diffusion processes with reflecting barriers
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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