Pages that link to "Item:Q2337822"

The following pages link to Maximum likelihood estimation in the non-ergodic fractional Vasicek model (Q2337822):

Displaying 4 items.

• Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932) (← links)
• Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion (Q2242070) (← links)
• Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion (Q5080070) (← links)
• Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model (Q5218384) (← links)