Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes with jumps.

In this paper, we investigate the maximum likelihood estimation for the reflected Ornstein-Uhlenbeck processes with jumps based on continuous observations. We derive likelihood functions by using semimartingale theory. From this we get explicit formulas for estimators. The strong consistence and asymptotic normality of estimators are proved by using the method of stochastic integration. [ABSTRACT FROM AUTHOR]