Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model
Crossref DOI link: https://doi.org/10.1007/s10260-020-00528-4
Published Online: 2020-07-01
Published Print: 2021-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Es-Sebaiy, Khalifa https://orcid.org/0000-0003-4915-6850
Es.Sebaiy, Mohammed
Text and Data Mining valid from 2020-07-01
Version of Record valid from 2020-07-01
Article History
Accepted: 7 May 2020
First Online: 1 July 2020