A bivariate homogeneous stochastic Vasicek diffusion process (Q2827623)
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scientific article; zbMATH DE number 6641664
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| English | A bivariate homogeneous stochastic Vasicek diffusion process |
scientific article; zbMATH DE number 6641664 |
Statements
20 October 2016
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diffusion process
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homogeneous Vasicek model
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stochastic differential equation
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trend functions
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likelihood estimation
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matrix differential calculus
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A bivariate homogeneous stochastic Vasicek diffusion process (English)
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0.7844535112380981
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0.7571831345558167
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0.7528204321861267
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0.7488996982574463
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0.7426770925521851
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