Estimation of the bias parameter of the skew random walk and application to the skew Brownian motion-Reference-Cited by-同舟云学术

Estimation of the bias parameter of the skew random walk and application to the skew Brownian motion

Published:2017-04-27 Issue:3 Volume:21 Page:539-551
ISSN:1387-0874
Container-title:Statistical Inference for Stochastic Processes
language:en
Short-container-title:Stat Inference Stoch Process

Author:

Lejay Antoine^ORCID

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Link

http://link.springer.com/article/10.1007/s11203-017-9161-9/fulltext.html

Reference43 articles.

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3. Barahona M, Rifo L, Sepúlveda M, Torres S (2016) A simulation-based study on Bayesian estimators for the skew Brownian motion. Entropy 18.7, Paper No. 241, 14. issn: 1099-4300. doi: 10.3390/e18070241

4. Bass RF, Khoshnevisan D (1993) Rates of convergence to Brownian local time. Stoch Process Appl 47(2):197–213. doi: 10.1016/0304-4149(93)90014-U

5. Berry AC (1941) The accuracy of the Gaussian approximation to the sum of independent variates. Trans Am Math Soc 49:122–136

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