Parametric Estimation in the Vasicek-Type Model Driven by Sub-Fractional Brownian Motion

Shengfeng Li, Yi Dong. Parametric Estimation in the Vasicek-Type Model Driven by Sub-Fractional Brownian Motion. Algorithms, 11(12):197, 2018. [doi]

@article{LiD18-16,
  title = {Parametric Estimation in the Vasicek-Type Model Driven by Sub-Fractional Brownian Motion},
  author = {Shengfeng Li and Yi Dong},
  year = {2018},
  doi = {10.3390/a11120197},
  url = {https://doi.org/10.3390/a11120197},
  researchr = {https://researchr.org/publication/LiD18-16},
  cites = {0},
  citedby = {0},
  journal = {Algorithms},
  volume = {11},
  number = {12},
  pages = {197},
}