We study the Nadaraya-Watson (N-W) estimator for the drift function of two-sided reflected stochastic processes. We propose a discrete-type N-W estimator and a continuous-type N-W estimator based on the discretely observed processes and continuously observed processes respectively. Under some regular conditions, we obtain the consistency and give the asymptotic distributions for the two estimators. Furthermore, we briefly remark that our method can be applied to the one-sided reflected stochastic processes spontaneously. Numerical studies show that the proposed estimators is adequate for practical use.

翻译：我们研究了双向反射随机过程的漂移功能的Nadaraya-Watson(N-W)估计值,我们建议分别根据独立观察过程和连续观察过程提出离散型N-W估计值和连续型N-W估计值,在某些正常条件下,我们取得一致性,给两个估计值提供无损分布。此外,我们简要地指出,我们的方法可以自发地适用于单方面反射随机过程。数字研究表明,拟议的估计值足以用于实际使用。