Statistical inference for Vasicek-type model driven by Hermite processes (Q2274256)
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| English | Statistical inference for Vasicek-type model driven by Hermite processes |
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Statistical inference for Vasicek-type model driven by Hermite processes (English)
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19 September 2019
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parameter estimation
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strong consistency
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fractional Ornstein-Uhlenbeck process
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Hermite Ornstein-Uhlenbeck Processes
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fractional Vasicek model
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long-range dependence
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0.91107893
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0.87674975
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0.85796416
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0.85766816
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0.8526471
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0.85072947
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0.8491367
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