Least squares estimation for a class of uncertain Vasicek model and its application to interest rates (Q6579429)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Least squares estimation for a class of uncertain Vasicek model and its application to interest rates |
scientific article; zbMATH DE number 7887524
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Least squares estimation for a class of uncertain Vasicek model and its application to interest rates |
scientific article; zbMATH DE number 7887524 |
Statements
Least squares estimation for a class of uncertain Vasicek model and its application to interest rates (English)
0 references
25 July 2024
0 references
least squares estimation
0 references
uncertain Vasicek model
0 references
Liu process
0 references
consistency
0 references
asymptotic distribution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
