Statistical Estimations for Non-Ergodic Vasicek Model Driven by Gaussian Processes

Yong CHEN, Wu-jun GAO, Ying LI

Acta Mathematicae Applicatae Sinica(English Series) ›› 2026, Vol. 42 ›› Issue (4) : 1043-1067.

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Acta Mathematicae Applicatae Sinica(English Series) ›› 2026, Vol. 42 ›› Issue (4) : 1043-1067. DOI: 10.1007/s10255-026-0005-5
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Statistical Estimations for Non-Ergodic Vasicek Model Driven by Gaussian Processes

  • Yong CHEN1, Wu-jun GAO2, Ying LI3
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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica(English Series), 2026, 42(4): 1043-1067 https://doi.org/10.1007/s10255-026-0005-5

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