Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803)
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scientific article; zbMATH DE number 6892246
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least squares estimation for the drift parameters in the sub-fractional Vasicek processes |
scientific article; zbMATH DE number 6892246 |
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Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (English)
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20 June 2018
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least squares estimators
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Vasicek processes
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sub-fractional Brownian motions
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strong consistency
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asymptotic distributions
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