Asymptotic properties of parameter estimators in Vasicek model driven by tempered fractional Brownian motion

Fuente: arXiv

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Bibliographic Details
Main Authors:	Mishura, Yuliya, Ralchenko, Kostiantyn, Dehtiar, Olena
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory Probability 60G15, 60G22, 62F12, 62M09
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2406.02800