Showing 1 - 10 of 54
Persistent link: https://www.econbiz.de/10014313249
Persistent link: https://www.econbiz.de/10011377248
Persistent link: https://www.econbiz.de/10011704761
Persistent link: https://www.econbiz.de/10014552006
Persistent link: https://www.econbiz.de/10014321656
Persistent link: https://www.econbiz.de/10013542217
Persistent link: https://www.econbiz.de/10013543273
This paper estimates the drift parameters in the fractional Vasicek model from a continuous record of observations via maximum likelihood (ML). The asymptotic theory for the ML estimates (MLE) is established in the stationary case, the explosive case, and the boundary case for the entire range...
Persistent link: https://www.econbiz.de/10012265682
Persistent link: https://www.econbiz.de/10012121487
Persistent link: https://www.econbiz.de/10009242147