Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects
Probability
2021-05-03 v1 Statistics Theory
Statistics Theory
Abstract
We discuss maximum likelihood estimation of parameters for models governed by a stochastic differential equation driven by a mixed fractional Brownian motion with random effects.
Cite
@article{arxiv.2104.14888,
title = {Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects},
author = {B. L. S. Prakasa Rao},
journal= {arXiv preprint arXiv:2104.14888},
year = {2021}
}
Comments
arXiv admin note: substantial text overlap with arXiv:1902.08375, arXiv:2103.05264