






















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 parameters via the celebrated ergodic theorem. With the sampling time step h > 0 arbitrarily fixed, we prove the strong consistency and asymptotic normality of our estimators as the sampling size n tends to infinity. This provides a complete solution to an open problem left in Hu et al. [5].
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。