Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model (Q5218384)
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scientific article; zbMATH DE number 7176639
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| English | Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model |
scientific article; zbMATH DE number 7176639 |
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Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model (English)
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3 March 2020
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fractional Brownian motion
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fractional Vašíček model
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maximum likelihood estimators
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moment generating function
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asymptotic distribution
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0.8942667245864868
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0.888246476650238
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0.8368001580238342
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0.7996252775192261
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