Asymptotic theory for rough fractional Vasicek models (Q1738407): Difference between revisions

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Latest revision as of 00:03, 19 July 2024

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Asymptotic theory for rough fractional Vasicek models
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    Asymptotic theory for rough fractional Vasicek models (English)
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    18 April 2019
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    least squares
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    roughness
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    strong consistency
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    asymptotic distribution
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