Statistical inference for nonergodic weighted fractional Vasicek models
DOI10.15559/21-VMSTA176zbMath1489.60059OpenAlexW3141289447MaRDI QIDQ2062450
Fares Alazemi, Khalifa Es-Sebaiy, Mishari Al-Foraih
Publication date: 27 December 2021
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15559/21-vmsta176
parameter estimationstrong consistencyYoung integraljoint asymptotic distributionweighted fractional Vasicek model
Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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