Least squares estimations for approximate fractional vasicek model driven by a semimartingale (Q6104221)
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scientific article; zbMATH DE number 7703403
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least squares estimations for approximate fractional vasicek model driven by a semimartingale |
scientific article; zbMATH DE number 7703403 |
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Least squares estimations for approximate fractional vasicek model driven by a semimartingale (English)
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28 June 2023
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approximation fractional vasicek processes
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semimartingale
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least squares estimation
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strong consistency
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\(L^2\)-approximate approach
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