Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion (Q5080070)
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scientific article; zbMATH DE number 7533899
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion |
scientific article; zbMATH DE number 7533899 |
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Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion (English)
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31 May 2022
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fractional Brownian motion
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complex multiple Wiener-Itô integral
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least-squares estimator
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fourth moment theorems
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consistency
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asymptotic normality
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