Estimating Drift Parameters in a Sub-Fractional Vasicek-Type Process
This study deals with drift parameters estimation problems in the sub-fractional Vasicek process given by <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>d</mi><msub><mi>x</mi><mi>t</mi></msub><mo>=</mo><mi>θ</mi><mrow><mo>(</mo><mi>μ</mi><mo>−<...
Wedi'i Gadw mewn:
| Prif Awduron: | , , , , |
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| Fformat: | Artigo |
| Iaith: | Inglês |
| Cyhoeddwyd: |
MDPI AG
2022-04-01
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| Cyfres: | Entropy |
| Pynciau: | |
| Mynediad Ar-lein: | https://www.mdpi.com/1099-4300/24/5/594 |
| Tagiau: |
Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!
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