Asymptotic normality of estimators for all parameters in the Vasicek model by discrete observations
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Publication:6633972
DOI10.1090/TPMS/1218MaRDI QIDQ6633972
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Publication date: 6 November 2024
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
stochastic differential equationparameter estimationasymptotic properties of estimatorslow-frequency data
Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Point estimation (62F10)
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