标题： 参数估计对于反射OU过程 显示英文标题

标题： Parameter estimation for reflected OU processes

摘要： 本文研究反射 OU 过程的参数估计问题。同时考虑基于连续观测过程和离散观测过程的估计。利用最小二乘法推导出估计量的显式公式。在一些正则条件下，我们得到估计量的一致性，并建立其渐近正态性。数值结果表明，所提出的估计量在中等样本量下表现良好。 显示英文摘要

摘要： In this paper, we investigate the parameter estimation problem for reflected OU processes. Both the estimates based on continuously observed processes and discretely observed processes are considered. The explicit formulas for the estimators are derived using the least squares method. Under some regular conditions, we obtain the consistency and establish the asymptotic normality for the estimators. Numerical results show that the proposed estimators perform well with moderate sample sizes.