Parameter estimation for Vasicek model driven by a general Gaussian noise (Q6106256)
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scientific article; zbMATH DE number 7702555
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for Vasicek model driven by a general Gaussian noise |
scientific article; zbMATH DE number 7702555 |
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Parameter estimation for Vasicek model driven by a general Gaussian noise (English)
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27 June 2023
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Vasicek model
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Gaussian process
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fourth moment theorems
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Garsia-Rodemich-Rumsey inequality
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0.8949116
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0.89136803
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0.8858844
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0.88446504
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0.8830292
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0.8829645
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0.8619048
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