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Stochastic Analysis and Applications Volume 40, 2022 - Issue 2
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Articles

Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations

B.L.S. Prakasa RaoCR Rao Advanced Institute of Mathematics, Statistics and Computer Science, Hyderabad, IndiaCorrespondence[email protected]
Pages 236-245 | Received 07 Jan 2020, Accepted 09 Mar 2021, Published online: 25 Mar 2021

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Read on this site (1)

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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Articles from other publishers (3)

Huiping Jiao, Xiao Zhang & Chao Wei. (2023) $ L_{\infty} $-norm minimum distance estimation for stochastic differential equations driven by small fractional Lévy noise. AIMS Mathematics 8:1, pages 2083-2092.
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Pengpeng Liu & Xuewen Tan. (2022) Dynamics Analysis of a Class of Stochastic SEIR Models with Saturation Incidence Rate. Symmetry 14:11, pages 2414.
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Chao Wei. (2022) Parameter estimation for partially observed stochastic differential equations driven by fractional Brownian motion. AIMS Mathematics 7:7, pages 12952-12961.
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