Non parametric estimation for fractional diffusion processes with random effects

Mohamed El OmariDepartment of Applied Mathematics, Faculty of Sciences and Techniques, Sultan Moulay Slimane University, Béni-Mellal, Morocco

Hamid El MaroufyDepartment of Applied Mathematics, Faculty of Sciences and Techniques, Sultan Moulay Slimane University, Béni-Mellal, MoroccoCorrespondence[email protected]

http://orcid.org/0000-0001-6113-7543

Christiane FuchsBielefeld University, Faculty of Business Administration and Economics, Bielefeld, Germany;Helmholtz Zentrum München, German Research Center for Environmental Health GmbH, Institute of Computational Biology, Neuherberg, Germany;Center for Mathematics, Chair of Mathematical Modeling of Biological Systems, Technische Universität München, Garching, Germany

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B. L. S. Prakasa Rao. (2023) Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects. Communications in Statistics - Theory and Methods 52:11, pages 3816-3824.
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B.L.S. Prakasa Rao. (2022) Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations. Stochastic Analysis and Applications 40:2, pages 236-245.
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El Omari Mohamed & Hamid El Maroufy. (2020) Nonparametric estimation for small fractional diffusion processes with random effects. Stochastic Analysis and Applications 38:6, pages 1084-1101.
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Articles from other publishers (2)

Hamid El Maroufy, Souad Ichi, Mohamed El Omari & Yousri Slaoui. (2023) Nonparametric estimation for random effects models driven by fractional Brownian motion using Hermite polynomials. Statistical Inference for Stochastic Processes.
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B. L. S. Prakasa Rao. (2020) Nonparametric Estimation for Stochastic Differential Equations Driven by Mixed Fractional Brownian Motion with Random Effects. Sankhya A 83:2, pages 554-568.
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Non parametric estimation for fractional diffusion processes with random effects

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Non parametric estimation for fractional diffusion processes with random effects

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