Random effects estimation in a fractional diffusion model based on continuous observations (Q6905977)
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scientific article; zbMATH DE number 8115682
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| English | Random effects estimation in a fractional diffusion model based on continuous observations |
scientific article; zbMATH DE number 8115682 |
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Random effects estimation in a fractional diffusion model based on continuous observations (English)
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5 November 2025
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random effects
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stochastic differential equations
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fractional Brownian motion
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maximum likelihood estimation
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nonparametric density estimation
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Bernstein polynomials
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