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학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
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초록· 키워드
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Reflected Ornstein-Uhlenbeck process is a process that returns continuously and immediately to the interior of the state space when it attains a certain boundary. In this work, we are concerned with the study of asymptotic behaviours of parametric estimation for ergodic reflected Ornstein-Uhlenbeck processes with two-sided barriers. Moreover, we also focus on the relations between regulators and the local time process.
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참고문헌 (25)
참고문헌 신청
A. Ward / 2003 / A diffusion approximation for a Markovian queue with reneging / Queueing Syst 43 (1-2) : 103 ~ 128
A. Ward / 2003 / Properties of the reflected Ornstein-Uhlenbeck process / Queueing Syst 44 (2) : 109 ~ 123
A. Ward / 2005 / A diffusion approximation for a GI/GI/1 queue with balking or reneging / Queueing Syst 50 (4) : 371 ~ 400
B. Ata / 2005 / Drift rate control of a Brownian processing system / Ann. Appl. Probab 15 (2) : 1145 ~ 1160
B. L. S. Prakasa Rao / 1999 / Statistical Inference for Diffusion Type Processes / Oxford Uni-versity Press
A. Ward / 2003 / Properties of the reflected Ornstein-Uhlenbeck process / Queueing Syst 44 (2) : 109 ~ 123
A. Ward / 2005 / A diffusion approximation for a GI/GI/1 queue with balking or reneging / Queueing Syst 50 (4) : 371 ~ 400
B. Ata / 2005 / Drift rate control of a Brownian processing system / Ann. Appl. Probab 15 (2) : 1145 ~ 1160
B. L. S. Prakasa Rao / 1999 / Statistical Inference for Diffusion Type Processes / Oxford Uni-versity Press
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