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

Published 30 Apr 2021 in math.PR, math.ST, and stat.TH | (2104.14888v1)

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.

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Authors (1)

  1. B. L. S. Prakasa Rao 

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