标题： 非线性最小二乘估计器用于离散观测的反射随机过程 显示英文标题

标题： Nonlinear Least Squares Estimator for Discretely Observed Reflected Stochastic Processes

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。该估计器是基于离散观测过程的非线性最小二乘法获得的。在某些条件下，我们得到了估计器的一致性，并给出了估计器的渐近分布。此外，我们简要指出，我们的方法可以自发地扩展到单边反射随机过程中。数值研究表明，所提出的估计器适用于实际应用。 显示英文摘要

摘要： 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.