Statistical inference for nonergodic weighted fractional Vasicek models (Q2062450)
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scientific article; zbMATH DE number 7450957
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for nonergodic weighted fractional Vasicek models |
scientific article; zbMATH DE number 7450957 |
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Statistical inference for nonergodic weighted fractional Vasicek models (English)
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27 December 2021
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weighted fractional Vasicek model
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parameter estimation
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strong consistency
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joint asymptotic distribution
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Young integral
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