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20172020
most citedHigher-order derivative of intersection local time for two independent fractional Brownian motions

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math.ST2020

Least Squares Estimator for Vasicek Model Driven by Sub-fractional Brownian Processes from Discrete Observations

Cuiyun Zhang, Jingjun Guo, Aiqin Ma +1

We study the parameter estimation problem of Vasicek Model driven by sub-fractional Brownian processes from discrete observations, and let {S_t^H,t>=0} denote a sub-fractional Brow…