Abstract The Ornstein–Uhlenbeck process with reflection, which has been the subject of an
enormous body of literature, both theoretical and applied, is a process that returns …

Abstract We study the Nadaraya-Watson estimators for the drift function of two-sided
reflected stochastic differential equations. The estimates, based on either the continuously …

Abstract 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. This work …

In this paper, we investigate the parameter estimation problem for generalized diffusion
processes with two-sided reflected barriers. The estimator is obtained using the nonlinear …

A 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. It is an …

In this paper we present new theoretical results on optimal estimation of certain random
quantities based on high frequency observations of a Lévy process. More specifically, we …

In this paper we present new theoretical results on optimal estimation of certain random
quantities based on high frequency observations of a L\'evy process. More specifically, we …

In this paper, we investigate the nonparametric local linear estimator for the drift function of
reflected stochastic differential equations based on the discretely observed process. Under …

In this paper, we study the asymptotic properties of drift parameter estimations in reflected
Ornstein–Uhlenbeck process, and establish their moderate deviations in both cases with …

We study the Nadaraya-Watson (NW) estimator for the drift function of two-sided reflected
stochastic processes. We propose a discrete-type NW estimator and a continuous-type NW …