Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model (Q2059103)
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scientific article; zbMATH DE number 7443710
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| English | Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model |
scientific article; zbMATH DE number 7443710 |
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Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model (English)
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13 December 2021
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Gaussian Vasicek-type model
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parameter estimation
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strong consistency
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joint asymptotic distribution
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fractional Gaussian processes
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Young integral
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0.8821282386779785
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0.8388806581497192
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0.8255433440208435
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0.8216995000839233
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0.8170531392097473
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