Least squares estimations for approximate fractional vasicek model driven by a semimartingale
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Publication:6104221
DOI10.1016/J.MATCOM.2023.01.015MaRDI QIDQ6104221
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Publication date: 28 June 2023
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
strong consistencysemimartingaleleast squares estimation\(L^2\)-approximate approachapproximation fractional vasicek processes
Cites Work
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