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03/30/2020
Maximum likelihood estimation for mixed fractional Vasicek processes
The mixed fractional Vasicek model, which is an extended model of the tr...
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03/30/2020
Maximum likelihood estimator for mixed fractional Vasicek process
In this paper, we will study asymptotical properties of the unknown para...
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02/03/2018
Stochastic integral with respect to the mixed fractional Brownian motion and drift estimation of the mixed fraction Ornstein-Ulenbeck process
This paper constructs the skorohod integral and symmetric path-wise inte...
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02/03/2018