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Modern Stochastics: Theory and Applications


Cited by 6
Maximum likelihood estimation in the non-ergodic fractional Vasicek model

Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion
Guangjun Shen, Zheng Tang, Xiuwei Yin
https://doi.org/10.1080/17442508.2021.1959587
Journal:  Stochastics Volume 94, Issue 4 (2022), p. 537
Maximum Likelihood Estimation for Mixed Fractional Vasicek Processes
Chun-Hao Cai, Yin-Zhong Huang, Lin Sun, Wei-Lin Xiao
https://doi.org/10.3390/fractalfract6010044
Journal:  Fractal and Fractional Volume 6, Issue 1 (2022), p. 44
Maximum Likelihood Estimation for the Fractional Vasicek Model
Katsuto Tanaka, Weilin Xiao, Jun Yu
https://doi.org/10.3390/econometrics8030032
Journal:  Econometrics Volume 8, Issue 3 (2020), p. 32
Maximum Likelihood Estimation in the Mixed Fractional Vasicek Model
B. L. S. Prakasa Rao
https://doi.org/10.1007/s41096-020-00094-8
Journal:  Journal of the Indian Society for Probability and Statistics Volume 22, Issue 1 (2021), p. 9
Maximum likelihood estimation for sub-fractional Vasicek model
B. L. S. Prakasa Rao
https://doi.org/10.1515/rose-2021-2065
Journal:  Random Operators and Stochastic Equations Volume 29, Issue 4 (2021), p. 265
Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion
Min Dai, Jinqiao Duan, Junjun Liao, Xiangjun Wang
https://doi.org/10.1016/j.amc.2020.125927
Journal:  Applied Mathematics and Computation Volume 397 (2021), p. 125927


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