Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations (Q5074266)
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scientific article; zbMATH DE number 7523354
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English | Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations |
scientific article; zbMATH DE number 7523354 |
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Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations (English)
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9 May 2022
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stochastic differential equation
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random effects
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parametric inference
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mixed fractional Brownian motion
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discrete observations
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