Asymptotic theory for rough fractional Vasicek models (Q1738407)
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scientific article; zbMATH DE number 7045814
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| English | Asymptotic theory for rough fractional Vasicek models |
scientific article; zbMATH DE number 7045814 |
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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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0.8848247528076172
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0.7996252775192261
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0.7953181266784668
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0.7836278676986694
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