{
  "id": "2104.14888",
  "version": "v1",
  "published": "2021-04-30T10:21:36.000Z",
  "updated": "2021-04-30T10:21:36.000Z",
  "title": "Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects",
  "authors": [
    "B. L. S. Prakasa Rao"
  ],
  "comment": "arXiv admin note: substantial text overlap with arXiv:1902.08375, arXiv:2103.05264",
  "categories": [
    "math.PR",
    "math.ST",
    "stat.TH"
  ],
  "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2021-04-30T10:21:36.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G22"
    ],
    "keywords": [
      "mixed fractional brownian motion",
      "stochastic differential equations driven",
      "maximum likelihood estimation",
      "random effects"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}