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Statistical inference for Vasicek-type model driven by Hermite processes
16 December 2017
I. Nourdin
T. T. Diu Tran
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Papers citing
"Statistical inference for Vasicek-type model driven by Hermite processes"
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Title
Asymptotic properties of parameter estimators in Vasicek model driven by tempered fractional Brownian motion
Y. Mishura
K. Ralchenko
O. Dehtiar
33
0
0
04 Jun 2024
Modeling and estimation of multivariate discrete and continuous time stationary processes
M. Voutilainen
23
4
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04 Nov 2019
1