Least squares estimation for a class of uncertain Vasicek model and its application to interest rates (Q6579429)
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scientific article; zbMATH DE number 7887524
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least squares estimation for a class of uncertain Vasicek model and its application to interest rates |
scientific article; zbMATH DE number 7887524 |
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Least squares estimation for a class of uncertain Vasicek model and its application to interest rates (English)
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25 July 2024
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least squares estimation
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uncertain Vasicek model
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Liu process
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consistency
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asymptotic distribution
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