Asymptotic theory for rough fractional Vasicek models
Weilin Xiao, Jun Yu
| Year of publication: |
2019
|
|---|---|
| Authors: | Xiao, Weilin ; Yu, Jun |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 177.2019, p. 26-29
|
| Subject: | Asymptotic distribution | Least squares | Roughness | Strong consistency | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2019.01.020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012121487