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math.ST2019★ 2 cited
Statistical inference for fractional diffusion process with random effects at discrete observations
El Omari Mohamed, Hamid El Maroufy, Christiane Fuchs
This paper deals with the problem of inference associated with linear fractional diffusion process with random effects in the drift. In particular we are concerned with the maximum…
math.ST2019★ 3 cited
Nonparametric estimation for fractional diffusion processes with random effects
M. El Omari, H. El Maroufy, C. Fuchs
We propose a nonparametric estimation for a class of fractional stochastic differential equations (FSDE) with random effects. We precisely consider general linear fractional stocha…