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arXiv:2104.14888 [math.PR]AbstractReferencesReviewsResources

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

B. L. S. Prakasa Rao

Published 2021-04-30Version 1

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.

Comments: arXiv admin note: substantial text overlap with arXiv:1902.08375, arXiv:2103.05264
Categories: math.PR, math.ST, stat.TH
Subjects: 60G22
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