On drift parameter estimation for reflected fractional Ornstein–Uhlenbeck processes

Keyphrases

• Maximum Likelihood Estimator 100%
• Ornstein-Uhlenbeck Process 100%
• Drift Parameter 100%
• Drift Parameter Estimation 100%
• Mean Square Error 50%
• Asymptotic Normality 50%
• Explicit Formula 50%
• Improved Estimator 50%
• Continuous Observation 50%
• Mean Squared Error 50%
• Fractional Brownian Motion 50%
• Girsanov Theorem 50%
• Strong Consistency 50%
• Hurst Parameter 50%
• Precision Level 50%
• Strong Asymptotics 50%

Mathematics

• drift parameter μ 100%
• Parameter Estimation 100%
• Maximum Likelihood Estimator 66%
• Asymptotic Normality 33%
• Mean Square Error 33%
• Explicit Formula 33%
• Squared Error 33%
• Fractional Brownian Motion 33%
• Hurst Parameter 33%