Yinzhong Huang
- Maximum likelihood estimation for mixed fractional Vasicek processes
2020/03/30 by Chunhao Cai, Cai, Chunhao, Yinzhong Huang +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Statistical Distribution Estimation and Applications #Statistics Theory (math.ST) #Stochastic processes and financial applications