Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least squares estimation for the drift parameters in the sub-fractional Vasicek processes |
scientific article |
Statements
Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (English)
0 references
20 June 2018
0 references
least squares estimators
0 references
Vasicek processes
0 references
sub-fractional Brownian motions
0 references
strong consistency
0 references
asymptotic distributions
0 references
