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Estimating Drift Parameters in a Sub-Fractional Vasicek-Type Process.

Anas D. KhalafTareq SaeedReman Abu-ShanabWaleed AlmutiryMahmoud Abouagwa
Published in: Entropy (2022)
Keyphrases
  • estimation process
  • databases
  • machine learning
  • search engine
  • objective function
  • expectation maximization
  • process model
  • parameter values
  • parameter adjustment