Boundary Inference for Mixed Fractional Models under High-Frequency Observation Critical LAN and Score Tests at $H=3/4$

Chunhao Cai, Yiwu Shang, Weilin Xiao +1

We study boundary inference at $H=3/4$ for mixed fractional Brownian motion and mixed fractional Ornstein--Uhlenbeck models under high-frequency observation. This boundary is econo…