Abstract
We discuss estimation of parameters for models governed by a stochastic differential equation driven by a mixed fractional Brownian motion with Gaussian random effects based on discrete observations.
Acknowledgment
This work was supported under the scheme “INSA Senior Scientist” by the Indian National Science Academy while the author was at the CR Rao Advanced Institute for Mathematics, Statistics and Computer Science, Hyderabad 500046, India. The author thanks Prof. Hamid El Moroufy for his correspondence clarifying the limiting arguments in the proof of Theorem 4.4.