Parameter Estimation for the Discretely Observed Vasicek Model with Small Fractional Lévy Noise
Crossref DOI link: https://doi.org/10.1007/s10114-020-9121-y
Published Online: 2020-03-15
Published Print: 2020-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Shen, Guang Jun
Wang, Qing Bo
Yin, Xiu Wei
Text and Data Mining valid from 2020-03-15
Version of Record valid from 2020-03-15
Article History
Received: 6 April 2019
Revised: 31 July 2019
Accepted: 23 October 2019
First Online: 15 March 2020