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Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal
Published online by Cambridge University Press: 31 October 2023
Abstract
In this paper we study the drift parameter estimation for reflected stochastic linear differential equations of a large signal. We discuss the consistency and asymptotic distributions of trajectory fitting estimator (TFE).
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- © The Author(s), 2023. Published by Cambridge University Press on behalf of Applied Probability Trust