Inference in a Non-Homogeneous Vasicek Type Model (Q4689042)
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scientific article; zbMATH DE number 6953919
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| English | Inference in a Non-Homogeneous Vasicek Type Model |
scientific article; zbMATH DE number 6953919 |
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Inference in a Non-Homogeneous Vasicek Type Model (English)
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12 October 2018
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non-homogeneous diffusion
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conditional moments
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estimation procedure
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0.8840812
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0.87674975
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0.86090034
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0.8519622
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0.85019374
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0.8498601
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