Statistical inference for Vasicek-type model driven by self-similar Gaussian processes
type: Item
instance of: scholarly article
title: Statistical inference for Vasicek-type model driven by self-similar Gaussian processes
DOI: 10.1080/03610926.2018.1543774
author: Qian Yu
publication date: 2022-06-27T00:00:00Z
Mathematics Subject Classification ID: 60G18
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 93E24
zbMATH DE Number: 7549045
zbMATH Keywords: parameter estimation
zbMATH Keywords: strong consistency
zbMATH Keywords: self-similarity processes
zbMATH Keywords: Vasicek-type model
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03610926.2018.1543774
OpenAlex ID: W2904035946
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Wikidata QID: Q128780252
published in: Communications in Statistics: Theory and Methods
description: scientific article; zbMATH DE number 7549045