论文标题
非线性最小二乘估计器，用于离散观察到的随机过程
Nonlinear Least Squares Estimator for Discretely Observed Reflected Stochastic Processes
论文作者
论文摘要
我们研究了由标准布朗运动驱动的反射随机过程的参数估计问题。根据离散观察到的过程，使用非线性最小二乘法获得估计器。在某些条件下，我们获得一致性并给出估计量的渐近分布。此外，我们简要地指出，我们的方法可以自发地扩展到单方面反射的随机过程。数值研究表明，所提出的估计器足以用于实际使用。
We study the problem of parameter estimation for reflected stochastic processes driven by a standard Brownian motion. The estimator is obtained using nonlinear least squares method based on discretely observed processes. Under some certain conditions, we obtain the consistency and give the asymptotic distribution of the estimator. Moreover, we briefly remark that our method can be extended to the one-sided reflected stochastic processes spontaneously. Numerical studies show that the proposed estimator is adequate for practical use.
