Least squares type estimators for the drift parameters in the sub-bifractional Vasicek processes-Reference-Cited by-同舟云学术

Least squares type estimators for the drift parameters in the sub-bifractional Vasicek processes

Published:2023-04-04 Issue:02 Volume:26 Page:
ISSN:0219-0257
Container-title:Infinite Dimensional Analysis, Quantum Probability and Related Topics
language:en
Short-container-title:Infin. Dimens. Anal. Quantum. Probab. Relat. Top.

Author:

Kuang Nenghui¹^ORCID,Xie Huantian²

Affiliation:

1. School of Mathematics and Computing Science, Hunan University of Science and Technology, Xiangtan, Hunan 411201, P. R. China

2. School of Mathematics and Statistics, Linyi University, Linyi, Shandong 276005, P. R. China

Abstract

In this paper, we consider least squares type estimators for the drift parameters in the sub-bifractional Vasicek processes defined by [Formula: see text], with unknown parameters [Formula: see text] and [Formula: see text], where [Formula: see text] is a sub-bifractional Brownian motion with indices [Formula: see text] and [Formula: see text]. The strong consistency results as well as the asymptotic distributions of these estimators are obtained.

Funder

Natural Science Foundation of Hunan Province

NSFC

NSF of Shandong Province

Publisher

World Scientific Pub Co Pte Ltd

Subject

Applied Mathematics,Mathematical Physics,Statistics and Probability,Statistical and Nonlinear Physics

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219025723500042

Reference21 articles.

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