Statistical inference for Vasicek-type model driven by self-similar Gaussian processes (Q5085589)
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scientific article; zbMATH DE number 7549045
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for Vasicek-type model driven by self-similar Gaussian processes |
scientific article; zbMATH DE number 7549045 |
Statements
Statistical inference for Vasicek-type model driven by self-similar Gaussian processes (English)
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27 June 2022
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parameter estimation
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strong consistency
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self-similarity processes
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Vasicek-type model
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