Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation for sub-fractional Vasicek model |
scientific article |
Statements
Maximum likelihood estimation for sub-fractional Vasicek model (English)
0 references
17 January 2022
0 references
sub-fractional Vasicek model
0 references
sub-fractional Brownian motion
0 references
maximum likelihood estimation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
