Parametric Estimation in the Vasicek-Type Model Driven by Sub-Fractional Brownian Motion
In the paper, we tackle the least squares estimators of the Vasicek-type model driven by sub-fractional Brownian motion: <disp-formula> <math display="block"> <semantics> <mrow> <mi>d</mi> <msub> <mi>X</mi> <mi>t</mi> </m...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2018-12-01
|
| Series: | Algorithms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1999-4893/11/12/197 |