ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (Q4629570): Difference between revisions

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Revision as of 09:46, 30 July 2024

scientific article; zbMATH DE number 7043633
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English
ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL
scientific article; zbMATH DE number 7043633

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    ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (English)
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    27 March 2019
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    asymptotic theory for estimators of two parameters
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    Vasicek model
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    fractional Brownian motion
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    Hurst parameter
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