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

Key Points

• The analysis presents statistical estimations for non-ergodic systems, enhancing predictive accuracy.
• Key evidence shows that applying Gaussian processes improves the estimates significantly over traditional methods.
• Assessment using a non-ergodic Vasicek model highlights the role of Gaussian processes in financial modeling.
• These findings suggest further applications in finance and other fields, requiring validation in real scenarios.