Statistical Estimations for Non-Ergodic Vasicek Model Driven by Gaussian Processes

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Authors: Yong Chen, Wu-Jun Gao, Ying Li
Cited by: 1
References: 20

Fields of Study & Subjects

Financial Risk and Volatility Modeling Statistical Methods and Inference Soil Geostatistics and Mapping

Publication details

Journal / source
Acta Mathematicae Applicatae Sinica English Series
Publisher
Springer Science and Business Media LLC
Volume
42
Issue
4
Pages
1043-1067
Publication date
29 January 2026
Language
EN
Document type
Book chapter