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

Autor:	B. L. S. Prakasa Rao
Rok vydání:	2021
Předmět:	Statistics and Probability Stochastic differential equation Fractional Brownian motion Maximum likelihood Applied mathematics Random effects model Mathematics
Zdroj:	Communications in Statistics - Theory and Methods. 52:3816-3824
ISSN:	1532-415X 0361-0926
DOI:	10.1080/03610926.2021.1980048
Popis:	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.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::988388def3ccd9df9a4836e444bc847a https://doi.org/10.1080/03610926.2021.1980048 Zobrazit plný text záznamu