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...

In this article, maximum deviations of sample autocovariances and autocorrelations from their theoretical counterparts over an increasing set of lags are considered. The asymptotic distribution of such statistics for physically dependent stationary time series, which is of Gumbel type, only...

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...