论文标题
从离散观察结果中估算反射的鸟蛋白-uhlenbeck过程中的所有参数
Estimation of all parameters in the reflected Orntein-Uhlenbeck process from discrete observations
论文作者
论文摘要
假设在离散时间瞬间观察到反射的Ornstein-uhlenbeck状态过程，我们建议通过著名的Ergodic定理估算所有漂移和扩散参数。随着采样时间步骤h> 0任意固定，我们证明了估计量的强一致性和渐近正态性，因为采样大小n倾向于无穷大。这为Hu等人留下的开放问题提供了完整的解决方案。 [5]。
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].
