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What is Estimating Drift Parameters in A Sub-Fractional Va about?

This study focuses on estimating drift parameters in a sub-fractional Vasicek-type process using discrete time observations and Nordin–Peccati analysis. The authors establish strong consistency and asymptotic normality for the proposed estimators of the parameters, supported by numerical simulations. The paper also discusses the theoretical challenges and practical applications of parameter estimation in stochastic differential equations.

Author

amadh3067

Language

EN