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  4. Statistical inference for nonergodic wei ...

Modern Stochastics: Theory and Applications


Cited by 2
Statistical inference for nonergodic weighted fractional Vasicek models

Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion
Litan Yan, Rui Guo, Han Gao
https://doi.org/10.1080/03610926.2022.2132828
Journal  Communications in Statistics - Theory and Methods Volume 53, Issue 7 (2024), p. 2390
Kolmogorov bounds for the maximum likelihood and method of moments estimators for the Vasicek interest rate model
Khalifa Es-Sebaiy, Wadha Shumais, Fares Alazemi
https://doi.org/10.1016/j.rinam.2026.100768
Journal  Results in Applied Mathematics Volume 32 (2026), p. 100768


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