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

B. L. S. Prakasa Rao

Communications in Statistics - Theory and Methods, 2023, vol. 52, issue 11, 3816-3824

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.

Date: 2023
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DOI: 10.1080/03610926.2021.1980048

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