Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects (Q6107553)
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scientific article; zbMATH DE number 7706269
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| English | Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects |
scientific article; zbMATH DE number 7706269 |
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Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects (English)
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3 July 2023
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stochastic differential equation
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random effects
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maximum likelihood estimation
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mixed fractional Brownian motion
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0.98915625
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0.95113873
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0.95074373
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0.94389945
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0.9407916
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