paper

Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects

arXiv:2104.14888

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.

arXiv admin note: substantial text overlap with arXiv:1902.08375, arXiv:2103.05264

Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects · wovepaper