  We study the problem of parameter estimation for reflected stochastic
processes driven by a standard Brownian motion. The estimator is obtained using
nonlinear least squares method based on discretely observed processes. Under
some certain conditions, we obtain the consistency and give the asymptotic
distribution of the estimator. Moreover, we briefly remark that our method can
be extended to the one-sided reflected stochastic processes spontaneously.
Numerical studies show that the proposed estimator is adequate for practical
use.
