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arXiv:2106.03350 [math.PR]AbstractReferencesReviewsResources

Maximum likelihood estimation for sub-fractional Vasicek model

B. L. S. Prakasa Rao

Published 2021-06-07Version 1

We investigate the asymptotic properties of maximum likelihood estimators of the drift parameter for fractional vasicek model driven by a sub-fractional Brownian motion.

Comments: arXiv admin note: substantial text overlap with arXiv:1901.06102
Categories: math.PR, math.ST, stat.TH
Subjects: 60G22
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