ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (Q4629570)
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scientific article; zbMATH DE number 7043633
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL |
scientific article; zbMATH DE number 7043633 |
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ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (English)
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27 March 2019
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asymptotic theory for estimators of two parameters
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Vasicek model
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fractional Brownian motion
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Hurst parameter
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