Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932)
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scientific article; zbMATH DE number 7457744
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| English | Maximum likelihood estimation for sub-fractional Vasicek model |
scientific article; zbMATH DE number 7457744 |
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Maximum likelihood estimation for sub-fractional Vasicek model (English)
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17 January 2022
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sub-fractional Vasicek model
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sub-fractional Brownian motion
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maximum likelihood estimation
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