Statistical inference for Vasicek-type model driven by self-similar Gaussian processes
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Cites work
- scientific article; zbMATH DE number 2096694 (Why is no real title available?)
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Cited in
(6)- Inference in a Non-Homogeneous Vasicek Type Model
- Least squares type estimators for the drift parameters in the sub-bifractional Vasicek processes
- Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion
- Parameter estimation for Vasicek model driven by a general Gaussian noise
- Maximum likelihood estimation for sub-fractional Vasicek model
- Statistical inference for Vasicek-type model driven by Hermite processes
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