Estimating Drift Parameters in a Sub-Fractional Vasicek-Type Process

This study deals with drift parameters estimation problems in the sub-fractional Vasicek process given by [Formula: see text] , with [Formula: see text] , [Formula: see text] being unknown and [Formula: see text]; here, [Formula: see text] represents a sub-fractional Brownian motion (sfBm). We intro...

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Detalles Bibliográficos
Autores principales: Khalaf, Anas D., Saeed, Tareq, Abu-Shanab, Reman, Almutiry, Waleed, Abouagwa, Mahmoud
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Review
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9142111/
https://www.ncbi.nlm.nih.gov/pubmed/35626479
http://dx.doi.org/10.3390/e24050594

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