{
  "id": "2106.03350",
  "version": "v1",
  "published": "2021-06-07T05:38:05.000Z",
  "updated": "2021-06-07T05:38:05.000Z",
  "title": "Maximum likelihood estimation for sub-fractional Vasicek model",
  "authors": [
    "B. L. S. Prakasa Rao"
  ],
  "comment": "arXiv admin note: substantial text overlap with arXiv:1901.06102",
  "categories": [
    "math.PR",
    "math.ST",
    "stat.TH"
  ],
  "abstract": "We investigate the asymptotic properties of maximum likelihood estimators of the drift parameter for fractional vasicek model driven by a sub-fractional Brownian motion.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2021-06-07T05:38:05.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G22"
    ],
    "keywords": [
      "sub-fractional vasicek model",
      "maximum likelihood estimation",
      "fractional vasicek model driven",
      "sub-fractional brownian motion",
      "maximum likelihood estimators"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}