Work

Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model

Year: 2020

Type: article

Source: Statistical Methods & Applications

DOI: 10.1007/s10260-020-00528-4

Authors: Khalifa Es-Sebaiy, Mohammed Es.Sebaiy

Institutions: Kuwait University, Cadi Ayyad University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2973229853

FWCI: 2.168

Cites: 36

Cited by: 15

Related to: 10